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  4. MATHICSE Technical Report : Low-rank approximation in the Frobenius norm by column and row subset selection
 
working paper

MATHICSE Technical Report : Low-rank approximation in the Frobenius norm by column and row subset selection

Cortinovis, Alice  
•
Kressner, Daniel  
August 18, 2019

A CUR approximation of a matrix A is a particular type of low-rank approximation 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 its transpose. In this work, we describe a numerically robust and much faster variant of the column subset selection algorithm proposed by Deshpande and Rademacher (2010), 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 bound 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 (2018). To illustrate the versatility of our new column subset selection algorithm, an extension to low multilinear rank approximations of tensors is provided as well.

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Type
working paper
DOI
10.5075/epfl-MATHICSE-269134
Author(s)
Cortinovis, Alice  
•
Kressner, Daniel  
Corporate authors
MATHICSE-Group
Date Issued

2019-08-18

Publisher

MATHICSE

Subjects

column subset selection

•

low-rank approximation

•

cross approximation

•

tensors

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
August 18, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/159959
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