http://arxiv.org/pdf/1107.0789v6.pdf

The basic idea is to use randomized column sampling to divide the matrix
into parts which are then decomposed using whatever method de jour you
like.  The decompositions of the parts can then be put back together to get
a good estimate of the decomposition of the original matrix.

Combined row and column decomposition can also be used and I think
extension to row sampling (more convenient for us) is relatively trivial.

Reply via email to