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摘要
En 中文
We derive a CUR approximate matrix factorization based on the discrete empirical interpolation method (DEIM). For a given matrix A, such a factorization provides a low-rank approximate decomposition of the form A approximate to CUR, where C and R are subsets of the columns and rows of A, and U is constructed to make CUR a good approximation. Given a low-rank singular value decomposition A approximate to VSWT, the DEIM procedure uses V and W to select the columns and rows of A that form C and R. Through an error analysis applicable to a general class of CUR factorizations, we show that the accuracy tracks the optimal approximation error within a factor that depends on the conditioning of submatrices of V and W. For very large problems, V and W can be approximated well using an incremental QR algorithm that makes only one pass through A. Numerical examples illustrate the favorable performance of the DEIM-CUR method compared to CUR approximations based on leverage scores.
Keyword:
discrete empirical interpolation method
CUR factorization
pseudoskeleton decomposition
low-rank approximation
one-pass QR decomposition
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期刊
IF:
2.6
论文数:
5.1K
被引数:
1.8W
机构
引用论文
A NEW SELECTION OPERATOR FOR THE DISCRETE EMPIRICAL INTERPOLATION METHOD-IMPROVED A PRIORI ERROR BOUND AND EXTENSIONS离散经验插值法的一种新的选择算子 -- 改进的先验误差界和扩展
Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions
SIAM REVIEW
IF6.1

