Randomized SVD as per Halko, Martinsson, and Tropp [2011]
Nathan Halko, Per-Gunnar Martinsson, and Joel A Tropp. Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions. SIAM review, 53(2):217–288, 2011. arXiv:0909.4061, doi:10.1137/090771806