Abstract
The known algorithms for linear systems of equations perform significantly slower where the input matrix is ill conditioned, that is lies near a matrix of a smaller rank. The known methods counter this problem only for some important but special input classes, but our novel randomized augmentation techniques serve as a remedy for a typical ill conditioned input and similarly facilitates computations with rank deficient input matrices. The resulting acceleration is dramatic, both in terms of the proved bit-operation cost bounds and the actual CPU time observed in our tests. Our methods can be effectively applied to various other fundamental matrix and polynomial computations as well.
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Pan, V.Y., Qian, G., Zheng, AL. (2010). Advancing Matrix Computations with Randomized Preprocessing. In: Ablayev, F., Mayr, E.W. (eds) Computer Science – Theory and Applications. CSR 2010. Lecture Notes in Computer Science, vol 6072. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-13182-0_28
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DOI: https://doi.org/10.1007/978-3-642-13182-0_28
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