Fast low-rank approximation for covariance matrices

Keyphrases

• Covariance Matrix 100%
• Low-rank Approximation 100%
• Performance Improvement 33%
• Singular Value Decomposition 33%
• Statistical Signal Processing 33%
• Low-rank Solution 33%
• Numerical Linear Algebra 33%
• Worst-case Error 33%
• Matrix Dimension 33%
• Matrix Approximation 33%
• Randomized Algorithms 33%
• Positive Definite Matrix 33%
• Schur Complement 33%
• Complexity Scale 33%
• Matrix Product 33%

Mathematics

• Low-Rank Approximation 100%
• Covariance Matrix 100%
• Singular Value Decomposition 33%
• Matrix (Mathematics) 33%
• Approximates 33%
• Worst Case 33%
• Cube 33%
• Numerical Linear Algebra 33%
• Product of Matrix 33%
• Schur Complement 33%
• Positive Definite Matrix 33%
• Signal Processing 33%