A note on error bounds for pseudo skeleton approximations of matrices

DOI10.1016/J.LAA.2023.03.024MaRDI QIDQ6046077zbMATH OpenFDO

Authors F. R. De Hoog, Markus Hegland

Publication date 15 May 2023

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.01819

zbMATH Keywords

low-rank matrix approximation

Mathematics Subject Classification ID

Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Abstract: Due to their importance in both data analysis and numerical algorithms, low rank approximations have recently been widely studied. They enable the handling of very large matrices. Tight error bounds for the computationally efficient Gaussian elimination based methods (skeleton approximations) are available. In practice, these bounds are useful for matrices with singular values which decrease quickly. Using the Chebyshev norm, this paper provides improved bounds for the errors of the matrix elements. These bounds are substantially better in the practically relevant cases where the eigenvalues decrease polynomially. Results are proven for general real rectangular matrices. Even stronger bounds are obtained for symmetric positive definite matrices. A simple example is given, comparing these new bounds to earlier ones.

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Cites work

• On cross approximation of multi-index arrays
• On extremum properties of orthogonal quotients matrices
• On the best approximation algorithm by low-rank matrices in Chebyshev's norm
• On the interlacing property for singular values and eigenvalues
• Pseudo-skeleton approximations with better accuracy estimates
• Quasioptimality of skeleton approximation of a matrix in the Chebyshev norm
• Rectangular maximum-volume submatrices and their applications
• The maximal-volume concept in approximation by low-rank matrices

Cited in

(5)

• On the existence of a nearly optimal skeleton approximation of a matrix in the Frobenius norm
• Pseudo-skeleton approximations with better accuracy estimates
• Maximal volume matrix cross approximation for image compression and least squares solution
• Quasioptimality of skeleton approximation of a matrix in the Chebyshev norm
• New accuracy estimates for pseudoskeleton approximations of matrices

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