Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Preprints and Working Papers
  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.

  • Files
  • Details
  • Metrics
Loading...
Thumbnail Image
Name

MATHICSE Technical Report -- Version 1.pdf

Type

Preprint

Version

http://purl.org/coar/version/c_71e4c1898caa6e32

Access type

openaccess

Size

489.78 KB

Format

Adobe PDF

Checksum (MD5)

6d9277e7b58492d49ef933f347256f3e

Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés