A Hybrid DEIM and Leverage Scores Based Method for CUR Index Selection

DOI10.1007/978-3-031-11818-0_20arXiv2201.07017OpenAlexW4313167967MaRDI QIDQ6095010

Perfect Y. Gidisu, Michiel E. Hochstenbach

Publication date: 15 September 2023

Published in: Mathematics in Industry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.07017

zbMATH Keywords

subset selectionlow-rank approximationDEIMCUR decompositionleverage scoresL-DEIM

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Related Items (2)

Interpolatory input and output projections for flow control ⋮ Adaptive sparse interpolation for accelerating nonlinear stochastic reduced-order modeling with time-dependent bases

Cites Work

• CUR matrix decompositions for improved data analysis
• An extended DEIM algorithm for subset selection and class identification
• A New Selection Operator for the Discrete Empirical Interpolation Method---Improved A Priori Error Bound and Extensions
• A DEIM Induced CUR Factorization
• Nonlinear Model Reduction via Discrete Empirical Interpolation

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