Rectangular maximum-volume submatrices and their applications
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Abstract: We introduce a definition of the volume for a general rectangular matrix, which for square matrices is equivalent to the absolute value of the determinant. We generalize results for square maximum-volume submatrices to the case of rectangular maximal-volume submatrices, show connection of the rectangular volume with optimal experimental design and provide estimates for the growth of the coefficients and approximation error in spectral and Chebyshev norms. Three promising applications of such submatrices are presented: recommender systems, finding maximal elements in low-rank matrices and preconditioning of overdetermined linear systems. The code is available online.
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Cites work
- scientific article; zbMATH DE number 3527527 (Why is no real title available?)
- scientific article; zbMATH DE number 3218324 (Why is no real title available?)
- A good submatrix is hard to find
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- How to find a good submatrix
- New accuracy estimates for pseudoskeleton approximations of matrices
- Preconditioning linear least-squares problems by identifying a basis matrix
- Pseudo-skeleton approximations with better accuracy estimates
- Subset selection for matrices
- TT-cross approximation for multidimensional arrays
- The maximal-volume concept in approximation by low-rank matrices
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- Robust CUR Decomposition: Theory and Imaging Applications
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- Beyond symmetry: best submatrix selection for the sparse truncated SVD
- Partial matrix contractions and intersections of matrix balls
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