Paper presentation of “Practical sketching algorithms for low-rank matrix approximation” by Tropp, et al.
We will present the following paper:
“Practical sketching algorithms for low-rank matrix approximation” by J. A. Tropp, A. Yurtsever, M. Udell, and V. Cevher
http://users.cms.caltech.edu/~jtropp/papers/TYUC17-Practical-Sketching-S...
The paper extends previous work on the randomized SVD by Halko, Martinsson and Tropp.