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  4. Low-Rank Approximation In The Frobenius Norm By Column And Row Subset Selection
 
research article

Low-Rank Approximation In The Frobenius Norm By Column And Row Subset Selection

Cortinovis, Alice  
•
Kressner, Daniel  
January 1, 2020
Siam Journal On Matrix Analysis And Applications

A CUR approximation of a matrix A is a particular type of low-rank approximation A approximate to CUR, where C and R consist of columns and rows of A, respectively. One way to obtain such an approximation is to apply column subset selection to A and A(T). In this work, we describe a numerically robust and much faster variant of the column subset selection algorithm proposal by Deshpande and Rademacher, which guarantees an error close to the best approximation error in the Frobenius norm. For cross approximation, in which U is required to be the inverse of a submatrix of A described by the intersection of C and R, we obtain a new algorithm with an error hound ca, that stays within a factor k + 1 of the best rank-k approximation error in the Frobenius norm. To the best of our knowledge, this is the first deterministic polynomial-time algorithm for which this factor is bounded by a polynomial in k. Our derivation and analysis of the algorithm is based on derandomizing a recent existence result by Zamarashkin and Osinsky. To illustrate the versatility of our new column subset selection algorithm, an extension to low multilinear rank approximations of tensors is provided as well.

  • Details
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Type
research article
DOI
10.1137/19M1281848
Web of Science ID

WOS:000600630900009

Author(s)
Cortinovis, Alice  
•
Kressner, Daniel  
Date Issued

2020-01-01

Publisher

SIAM PUBLICATIONS

Published in
Siam Journal On Matrix Analysis And Applications
Volume

41

Issue

4

Start page

1651

End page

1673

Subjects

Mathematics, Applied

•

Mathematics

•

column subset selection

•

cross approximation

•

low-rank approximation

•

tensors

•

algorithms

•

reduction

•

matrix

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
January 12, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/174584
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