Rectangular Matrix LU Decomposition

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.

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

Filters

Computational Model

Randomization

Approximation

Algorithms Table

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Randomized LU Decomposition	2016	$O(n^3)$	$\tilde{O}(nl + ml)$

Reductions Table

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