Simpler is better: a comparative study of randomized pivoting algorithms for CUR and interpolative decompositions
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Cites work
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Cited in
(20)- Fast and forward stable randomized algorithms for linear least-squares problems
- Efficient bounds and estimates for canonical angles in randomized subspace approximations
- The discrete empirical interpolation method in class identification and data summarization
- Adaptive randomized pivoting for column subset selection, DEIM, and low-rank approximation
- Fast randomized least-squares solvers can be just as accurate and stable as classical direct solvers
- Estimating a matrix's singular values with interpolative decompositions
- Optimal backward error of a total least squares and its randomized algorithms
- Mixed precision sketching for least-squares problems and its application in GMRES-based iterative refinement
- Robust blockwise random pivoting: fast and accurate adaptive interpolative decomposition
- Low-rank approximation of parameter-dependent matrices via CUR decomposition
- Structure-aware analyses and algorithms for interpolative decompositions
- Accuracy and stability of CUR decompositions with oversampling
- A simplified fast multipole method based on strong recursive skeletonization
- Dominant subspace and low-rank approximations from block Krylov subspaces without a prescribed gap
- A sublinear-time randomized algorithm for column and row subset selection based on strong rank-revealing QR factorizations
- Bayesian D-optimal experimental designs via column subset selection
- Leverage score-based quaternion CUR decomposition: gap error analysis and applications
- Efficient estimate for the optimal backward error of the multidimensional total least squares
- Robust, randomized preconditioning for kernel ridge regression
- Adaptive randomized pivoting and volume sampling
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