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Related papers: A DEIM Induced CUR Factorization

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A CUR factorization is often utilized as a substitute for the singular value decomposition (SVD), especially when a concrete interpretation of the singular vectors is challenging. Moreover, if the original data matrix possesses properties…

Numerical Analysis · Mathematics 2024-06-25 Perfect Y. Gidisu , Michiel E. Hochstenbach

We present a new restricted SVD-based CUR (RSVD-CUR) factorization for matrix triplets $(A, B, G)$ that aims to extract meaningful information by providing a low-rank approximation of the three matrices using a subset of their rows and…

Numerical Analysis · Mathematics 2023-06-27 Perfect Y. Gidisu , Michiel E. Hochstenbach

We present block variants of the discrete empirical interpolation method (DEIM); as a particular application, we will consider a CUR factorization. The block DEIM algorithms are based on the concept of the maximum volume of submatrices and…

Numerical Analysis · Mathematics 2024-06-28 Perfect Y. Gidisu , Michiel E. Hochstenbach

This paper derives the CUR-type factorization for tensors in the Tucker format based on a new variant of the discrete empirical interpolation method known as L-DEIM. This novel sampling technique allows us to construct an efficient…

Numerical Analysis · Mathematics 2023-04-12 Zhengbang Cao , Yimin Wei , Pengpeng Xie

The discrete empirical interpolation method (DEIM) may be used as an index selection strategy for formulating a CUR factorization. A notable drawback of the original DEIM algorithm is that the number of column or row indices that can be…

Numerical Analysis · Mathematics 2022-07-14 Perfect Y. Gidisu , Michiel E. Hochstenbach

We propose a generalized CUR (GCUR) decomposition for matrix pairs $(A, B)$. Given matrices $A$ and $B$ with the same number of columns, such a decomposition provides low-rank approximations of both matrices simultaneously, in terms of some…

Numerical Analysis · Mathematics 2021-11-04 Perfect Y. Gidisu , Michiel E. Hochstenbach

This paper introduces a new framework for constructing the Discrete Empirical Interpolation Method DEIM projection operator. The interpolation node selection procedure is formulated using the QR factorization with column pivoting, and it…

Numerical Analysis · Computer Science 2016-09-26 Zlatko Drmac , Serkan Gugercin

CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…

Machine Learning · Computer Science 2014-03-25 Rong Jin , Shenghuo Zhu

Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of ``components.'' Typically, these components are linear combinations of the rows and columns of the matrix, and are thus…

Data Structures and Algorithms · Computer Science 2007-08-29 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan

By exploiting the random sampling techniques, this paper derives an efficient randomized algorithm for computing a generalized CUR decomposition, which provides low-rank approximations of both matrices simultaneously in terms of some of…

Numerical Analysis · Mathematics 2023-04-07 Zhengbang Cao , Yimin Wei , Pengpeng Xie

The manuscript describes efficient algorithms for the computation of the CUR and ID decompositions. The methods used are based on simple modifications to the classical truncated pivoted QR decomposition, which means that highly optimized…

Numerical Analysis · Mathematics 2016-10-20 Sergey Voronin , Per-Gunnar Martinsson

The CUR decomposition of an $m \times n$ matrix $A$ finds an $m \times c$ matrix $C$ with a subset of $c < n$ columns of $A,$ together with an $r \times n$ matrix $R$ with a subset of $r < m$ rows of $A,$ as well as a $c \times r$ low-rank…

Data Structures and Algorithms · Computer Science 2014-07-17 Christos Boutsidis , David P. Woodruff

The CUR decomposition is a technique for low-rank approximation that selects small subsets of the columns and rows of a given matrix to use as bases for its column and rowspaces. It has recently attracted much interest, as it has several…

Numerical Analysis · Mathematics 2022-06-06 Yijun Dong , Per-Gunnar Martinsson

The CUR decomposition is a factorization of a low-rank matrix obtained by selecting certain column and row submatrices of it. We perform a thorough investigation of what happens to such decompositions in the presence of noise. Since CUR…

Numerical Analysis · Mathematics 2020-07-29 Keaton Hamm , Longxiu Huang

CUR matrix decomposition computes the low rank approximation of a given matrix by using the actual rows and columns of the matrix. It has been a very useful tool for handling large matrices. One limitation with the existing algorithms for…

Machine Learning · Computer Science 2014-11-05 Miao Xu , Rong Jin , Zhi-Hua Zhou

A CUR approximation of a matrix $A$ is a particular type of low-rank approximation $A \approx C U R$, where $C$ and $R$ consist of columns and rows of $A$, respectively. One way to obtain such an approximation is to apply column subset…

Numerical Analysis · Mathematics 2019-08-19 Alice Cortinovis , Daniel Kressner

This note discusses an interesting matrix factorization called the CUR Decomposition. We illustrate various viewpoints of this method by comparing and contrasting them in different situations. Additionally, we offer a new characterization…

Numerical Analysis · Mathematics 2019-09-05 Keaton Hamm , Longxiu Huang

The CUR decomposition provides an approximation of a matrix $X$ that has low reconstruction error and that is sparse in the sense that the resulting approximation lies in the span of only a few columns of $X$. In this regard, it appears to…

Data Structures and Algorithms · Computer Science 2010-11-02 Jacob Bien , Ya Xu , Michael W. Mahoney

We derive error bounds for CUR matrix approximation using determinant-based methods that relate local projection errors to global approximation quality. For general matrices, we establish determinant identities for bordered Gramian matrices…

Numerical Analysis · Mathematics 2026-03-05 Frank de Hoog , Markus Hegland

Discrete empirical interpolation method (DEIM) is a popular technique for nonlinear model reduction and it has two main ingredients: an interpolating basis that is computed from a collection of snapshots of the solution and a set of indices…

Numerical Analysis · Mathematics 2020-03-27 Arvind K. Saibaba
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