A general error analysis for randomized low-rank approximation with application to data assimilation

Alexandre Scotto Di Perrotolo, Youssef Diouane, Selime Gürol, Xavier Vasseur

Year of publication:	[2024]
Authors:	Scotto di Perrotolo, Alexandre ; Diouane, Youssef ; Gürol, Selime ; Vasseur, Xavier
Publisher:	Montréal (Québec), Canada : GERAD, HÉC Montréal
Subject:	Low-rank approximation methods \| randomized algorithms \| Singular Value Decomposition \| non-standard Gaussian error analysis \| data assimilation

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