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Randomized SVD: Power Iterations and Oversampling

Randomized SVD: Power Iterations and Oversampling
0
Steve Brunton
4 min
Intermediate
Video
Theory
Link to External Site
https://www.youtube.com/watch?v=UXXMbpLI7AM

This video discusses the randomized SVD and how to make it more accurate with power iterations (multiple passes through the data matrix) and oversampling.

 

 

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