The Effect of Coherence on Sampling from Matrices with Orthonormal Columns, and Preconditioned Least Squares Problems

Motivated by the least squares solver Blendenpik , we investigate three strategies for uniform sampling of rows from $m\times n$ matrices $Q$ with orthonormal columns. The goal is to determine, with high probability, how many rows are required so that the sampled matrices have full rank and are well...

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Veröffentlicht in:	SIAM journal on matrix analysis and applications 2014-01, Vol.35 (4), p.1490-1520
Hauptverfasser:	Ipsen, Ilse C. F., Wentworth, Thomas
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Coherence Least squares method Matlab Sampling Solvers Strategy
Online-Zugang:	Volltext
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