Methods and systems for computing singluar valve decompositions of matrices and low rank approximations of matrices

摘要

Methods and systems for finding a low rank approximation for an m×n matrix A are described. The described embodiments can independently sample and/or quantize the entries of an input matrix A, and can thus speed up computation by reducing the number of non-zero entries and/or their representation length. The embodiments can be used in connection with Singular Value Decomposition techniques to greatly benefit the processing of high-dimensional data sets in terms of storage, transmission and computation.