Sabelfeld, K.K.; Mozartova, N.S. - In: Mathematics and Computers in Simulation (MATCOM) 82 (2011) 2, pp. 295-317
Sparsified Randomization Monte Carlo (SRMC) algorithms introduced in our recent paper [60] for solving systems of linear algebraic equations are extended to construct the SVD-based randomized low rank approximations for large matrices. We suggest some efficient implementations of SRMC based on...