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There's also a number of other algorithms for randomized numerical linear algebra ("RandNLA") that are especially useful when dealing with matrices that are too
by jey 2y ago
There's also a number of other algorithms for randomized numerical linear algebra ("RandNLA") that are especially useful when dealing with matrices that are too big to fit in memory, commonly occurring in "big data" applications.
Here's a recent survey paper with an eye towards practical applications: https://arxiv.org/abs/2302.11474 https://arxiv.org/abs/2302.11474