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
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- scientific article; zbMATH DE number 3527527 (Why is no real title available?)
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- New accuracy estimates for pseudoskeleton approximations of matrices
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(32)- On selecting a maximum volume sub-matrix of a matrix and related problems
- Partial matrix contractions and intersections of matrix balls
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- Perturbations of the \textsc{Tcur} decomposition for tensor valued data in the Tucker format
- Two applications of matrix volume
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
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- Mode-wise tensor decompositions: multi-dimensional generalizations of CUR decompositions
- Preconditioners and tensor product solvers for optimal control problems from chemotaxis
- Perturbations of CUR Decompositions
- Robust CUR Decomposition: Theory and Imaging Applications
- A note on error bounds for pseudo skeleton approximations of matrices
- Coseparable Nonnegative Matrix Factorization
- Numerical algorithm for source determination in a diffusion-logistic model from integral data based on tensor optimization
- Lower bounds for column matrix approximations
- Block discrete empirical interpolation methods
- Maximal volume matrix cross approximation for image compression and least squares solution
- Beyond symmetry: best submatrix selection for the sparse truncated SVD
- \(\mathcal{H}^2\)-MG: a multigrid method for hierarchical rank structured matrices
- Estimating a matrix's singular values with interpolative decompositions
- On the existence of a close to optimal cross approximation in the Frobenius norm
- The tensor-train stochastic finite volume method for uncertainty quantification
- Tensor cross interpolation for global discrete optimization with application to Bayesian network inference
- Optimal experimental design: from design point to design region
- Optimal sensor placement for electromagnetic problems: a PBDW-based approach with position constraints
- A Geometric View of Adaptive Cross Approximation via Exterior Algebra
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