Low-Rank Approximation Of Matrices Via A Rank-Revealing Factorization With Randomization

Given a matrix A with numerical rank k, the two-sided orthogonal decomposition (TSOD) computes a factorization A = UDV^T , where U and V are unitary, and D is (upper/lower) triangular. TSOD is rank-revealing as the middle factor D reveals the rank of A. T
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