Subset selection for matrices by volume sampling (Q7367898)
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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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