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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

The computation of accurate low-rank matrix approximations is central to improving the scalability of various techniques in machine learning, uncertainty quantification, and control. Traditionally, low-rank approximations are constructed…

Numerical Analysis · Mathematics 2025-09-29 Nathaniel Pritchard , Taejun Park , Yuji Nakatsukasa , Per-Gunnar Martinsson

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

This article discusses a useful tool in dimensionality reduction and low-rank matrix approximation called the CUR decomposition. Various viewpoints of this method in the literature are synergized and are compared and contrasted; included in…

Numerical Analysis · Mathematics 2019-04-04 Keaton Hamm , Longxiu Huang

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

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

This paper proposes a scalable binary CUR low-rank approximation algorithm that leverages parallel selection of representative rows and columns within a deterministic framework. By employing a blockwise adaptive cross approximation…

Numerical Analysis · Mathematics 2025-03-05 Bowen Su

Robust principal component analysis (RPCA) is a widely used tool for dimension reduction. In this work, we propose a novel non-convex algorithm, coined Iterated Robust CUR (IRCUR), for solving RPCA problems, which dramatically improves the…

Machine Learning · Statistics 2021-02-09 HanQin Cai , Keaton Hamm , Longxiu Huang , Jiaqi Li , Tao Wang

CUR and low-rank approximations are among most fundamental subjects of numerical linear algebra, with a wide range of applications to a variety of highly important areas of modern computing, which range from the machine learning theory and…

Numerical Analysis · Mathematics 2016-12-20 Victor Y. Pan

Certain classes of CUR algorithms, also referred to as cross or pseudoskeleton algorithms, are widely used for low-rank matrix approximation when direct access to all matrix entries is costly. Their key advantage lies in constructing a…

Numerical Analysis · Mathematics 2025-10-02 Grishma Palkar , Hessam Babaee

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

The low-rank quaternion matrix approximation has been successfully applied in many applications involving signal processing and color image processing. However, the cost of quaternion models for generating low-rank quaternion matrix…

Numerical Analysis · Mathematics 2024-03-01 Peng-Ling Wu , Kit Ian Kou , Hongmin Cai , Zhaoyuan Yu

The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its…

Machine Learning · Computer Science 2013-10-02 Shusen Wang , Zhihua Zhang

Cross-encoder models, which jointly encode and score a query-item pair, are prohibitively expensive for direct k-nearest neighbor (k-NN) search. Consequently, k-NN search typically employs a fast approximate retrieval (e.g. using BM25 or…

Information Retrieval · Computer Science 2023-10-24 Nishant Yadav , Nicholas Monath , Manzil Zaheer , Andrew McCallum

This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…

Numerical Analysis · Mathematics 2024-04-18 Daniel Kressner , Hei Yin Lam

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

The CUR matrix decomposition is an important extension of Nystr\"{o}m approximation to a general matrix. It approximates any data matrix in terms of a small number of its columns and rows. In this paper we propose a novel randomized CUR…

Machine Learning · Computer Science 2012-10-05 Shusen Wang , Zhihua Zhang , Jian Li

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

Low rank approximation of a matrix (hereafter LRA) is a highly important area of Numerical Linear and Multilinear Algebra and Data Mining and Analysis. One can operate with an LRA at sublinear cost -- by using much fewer memory cells and…

Numerical Analysis · Mathematics 2025-07-11 Soo Go , Qi Luan , Victor Y. Pan , John Svadlenka , Liang Zhao

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch
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