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This article is cited in 4 scientific papers (total in 4 papers)
General numerical methods
On the accuracy of cross and column low-rank MaxVol approximations in average
N. L. Zamarashkina, A. I. Osinskiib a Marchuk Institute of Numerical Mathematics, Russian Academy of Sciences, 119333, Moscow, Russia
b Skolkovo Institute of Science and Technology, 121205, Moscow, Russia
Abstract:
The article considers the problem of low-rank column and cross ($CGR$, $CUR$) approximation of matrices in the Frobenius norm up to a fixed factor $1+\varepsilon$. It is proved that, for random matrices, in average, an estimate of the form $1+\varepsilon\le\frac{m+1}{m-r+1}\frac{n+1}{n-r+1}$, holds, where $m$ and $n$ are the number of rows and columns of the cross approximation. Thus, matrices for which the maximum volume principle cannot guarantee high accuracy are quite rare. A connection of the estimates obtained with the methods for finding the submatrix of the maximum volume and the maximum projective volume is also considered. Numerical experiments show the closeness of theoretical estimates and practical results of fast cross approximation.
Key words:
low-rank matrix approximation, cross/skeleton decomposition, maximum volume.
Received: 24.11.2020 Revised: 24.11.2020 Accepted: 14.01.2021
Citation:
N. L. Zamarashkin, A. I. Osinskii, “On the accuracy of cross and column low-rank MaxVol approximations in average”, Zh. Vychisl. Mat. Mat. Fiz., 61:5 (2021), 813–826; Comput. Math. Math. Phys., 61:5 (2021), 786–798
Linking options:
https://www.mathnet.ru/eng/zvmmf11240 https://www.mathnet.ru/eng/zvmmf/v61/i5/p813
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