Constructing Fast Approximate Eigenspaces With Application to the Fast Graph Fourier Transforms

  title={Constructing Fast Approximate Eigenspaces With Application to the Fast Graph Fourier Transforms},
  author={Cristian Rusu and Lorenzo Rosasco},
  journal={IEEE Transactions on Signal Processing},
  • Cristian Rusu, L. Rosasco
  • Published 22 February 2020
  • Computer Science, Engineering, Mathematics
  • IEEE Transactions on Signal Processing
We investigate numerically efficient approximations of eigenspaces associated with symmetric and general matrices. The eigenspaces are factored into a fixed number of fundamental components that can be efficiently manipulated which we consider to be extended orthogonal Givens or scaling and shear transformations. The number of these components controls the trade-off between approximation accuracy and the computational complexity of projecting on the eigenspaces. We write minimization problems… 

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