Rectangular Matrix LU Decomposition: Difference between revisions

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| [[Closed formula ( LU Decomposition)|Closed formula]] || 1975 || $O(nlogn)$ ||  || Exact || Deterministic || 
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| [[Randomized LU Decomposition (Rectangular Matrix LU Decomposition LU Decomposition)|Randomized LU Decomposition]] || 2016 || $O(n^{3})$ || $\tilde{O}(nl + ml)$ || See Theorem 4.3 in original paper for error bound || Randomized || [https://www.sciencedirect.com/science/article/pii/S1063520316300069 Time]
| [[Randomized LU Decomposition (Rectangular Matrix LU Decomposition LU Decomposition)|Randomized LU Decomposition]] || 2016 || $O(n^{3})$ || $\tilde{O}(nl + ml)$ || See Theorem 4.3 in original paper for error bound || Randomized || [https://www.sciencedirect.com/science/article/pii/S1063520316300069 Time]
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| [[David ( LU Decomposition)|David]] || 2006 || $O(nlogn)$ ||  || Exact || Deterministic || 
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Latest revision as of 07:52, 10 April 2023

Description

Lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix. In the general case, the input is an $m \times n$ matrix.

Related Problems

Subproblem: Square Matrix LU Decomposition

Parameters

$m$: number of rows in input matrix

$n$: number of columns in input matrix

$l$: number of columns chosen to use in the decomposition ($l \geq k$)

$k$: desired rank of decomposition

Table of Algorithms

Name Year Time Space Approximation Factor Model Reference
Randomized LU Decomposition 2016 $O(n^{3})$ $\tilde{O}(nl + ml)$ See Theorem 4.3 in original paper for error bound Randomized Time