Overview of QUIC-SVD - UMass Graphics Lab - University of ...

Introduction
• Sample-based Approximate SVD
• Construct a basis V by directly sampling or taking linear
combinations of rows from A.
• An approximate SVD can be extracted from the projection
of A onto V.
• Sampling Methods
• Length-squared
[Frieze et al. 2004, Deshpande et al. 2006]
• Random projection
[Friedland et al 2006, Sarlos et al. 2006, Rokhlin et al. 2009]
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