Adaptive matrix-free randomized QB algorithms determine rank on the fly via sketched residual indicators and pruning, meeting Frobenius or spectral tolerances to machine precision with near-optimal ranks.
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Adaptive, Matrix-Free Low-Rank Approximation
Adaptive matrix-free randomized QB algorithms determine rank on the fly via sketched residual indicators and pruning, meeting Frobenius or spectral tolerances to machine precision with near-optimal ranks.