Randomized dual singular value decomposition
Abstract
We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze the theoretical properties and illuminate the numerical performance of the randomized algorithm.
- Publication:
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arXiv e-prints
- Pub Date:
- July 2024
- DOI:
- 10.48550/arXiv.2407.16925
- arXiv:
- arXiv:2407.16925
- Bibcode:
- 2024arXiv240716925W
- Keywords:
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- Mathematics - Numerical Analysis