Subset selection for matrices by volume sampling (Q7367898)

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    Subset selection for matrices by volume sampling
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      Subset selection for matrices by volume sampling (English)
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      6 October 2026
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      math.NA
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      Ivan Kozyrev
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      Alexander Osinsky
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      We propose a deterministic algorithm called Forward derandomized volume sampling (FDVS) to select a subset of columns from a matrix, such that the sampled submatrix has minimal Frobenius norm under its pseudoinverse. Our method provably attains the tightest known bound on this objective in expectation and has asymptotic complexity O(nkm).
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      Subset selection
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      Volume Sampling
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      Matrix approximation
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