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# Random Multipliers Numerically Stabilize Gaussian and Block Gaussian Elimination : Proofs and an Extension to Low-rank Approximation ∗

@inproceedings{Pan2015RandomMN, title={Random Multipliers Numerically Stabilize Gaussian and Block Gaussian Elimination : Proofs and an Extension to Low-rank Approximation ∗}, author={Victor Y. Pan and Guoliang Qian and Xiaodong Yan}, year={2015} }

- Published 2015

We study two applications of standard Gaussian random multipliers. At first we prove that with a probability close to 1 such a multiplier is expected to numerically stabilize Gaussian elimination with no pivoting as well as block Gaussian elimination. Then, by extending our analysis, we prove that such a multiplier is also expected to support low-rank approximation of a matrix without customary oversampling. Our test results are in good accordance with this formal study. The results remain… CONTINUE READING