Year: 2015
Type: preprint
Abstract: Prior optimal CUR decomposition and near optimal column reconstruction methods have been established by combining BSS sampling and adaptive sampling. In this paper, we propose a new approach to the optimal CUR decomposition and near optimal column reconstruction by just using leverage score sampling. In our approach, both the BSS sampling and adaptive sampling are not needed. Moreover, our approach is the first $O(\mathrm{nnz}(\A))$ optimal CUR algorithm where $\A$ is a data matrix in question. We also extend our approach to the Nystr{ö}m method, obtaining a fast algorithm which runs $\tilde{O}(n^{2})$ or $O(\mathrm{\nnz}(\A))$
Source: arXiv (Cornell University)
Authors: Ye, Haishan, Li, Yujun, Zhang, Zhihua
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2229364184