Nathan Halko

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An Algorithm for the Principal Component Analysis of Large Data Sets pdf

Nathan Halko, Per-Gunnar Martinsson, Yoel Shkolnisky, 2010, SIAM J. Sci. Comput..

Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

Nathan Halko, Per-Gunnar Martinsson, Joel A. Tropp, 2009, SIAM Rev..

Randomized methods for computing low-rank approximations of matrices

Nathan Halko, Per-Gunnar Martinsson, P. Martinsson, 2012 .