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Butterfly Factorization Via Randomized Matrix-Vector Multiplications

Liu, Yang et al.
eScholarship · Papers
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This paper presents an adaptive randomized algorithm for computing the butterfly factorization of an $m\times n$ matrix with $m\approx n$ provided that both the matrix and its transpose can be rapidly applied to arbitrary vectors. The resulting factorization is composed of $\mathcal{O}(\log n)$ spar
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