arXiv (Cornell University)
Range-Net: A High Precision Streaming SVD for Big Data Applications
October 2020 • Gurpreet Singh, Soumyajit Gupta, Matthew Lease, Clint Dawson
In a Big Data setting computing the dominant SVD factors is restrictive due to the main memory requirements. Recently introduced streaming Randomized SVD schemes work under the restrictive assumption that the singular value spectrum of the data has exponential decay. This is seldom true for any practical data. Although these methods are claimed to be applicable to scientific computations due to associated tail-energy error bounds, the approximation errors in the singular vectors and values are high when the aforem…