Efficient algorithms for cur and interpolative matrix decompositions
The manuscript describes efficient algorithms for the computation of the CUR and ID decompositions. The methods used are based on simple modifications to the classical truncated pivoted QR decomposition, which means that highly optimized library codes can be utilized for implementation. For certain...
| Main Authors: | , |
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| Format: | Journal article |
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Springer US
2016
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| _version_ | 1826265491527696384 |
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| author | Voronin, S Martinsson, P |
| author_facet | Voronin, S Martinsson, P |
| author_sort | Voronin, S |
| collection | OXFORD |
| description | The manuscript describes efficient algorithms for the computation of the CUR and ID decompositions. The methods used are based on simple modifications to the classical truncated pivoted QR decomposition, which means that highly optimized library codes can be utilized for implementation. For certain applications, further acceleration can be attained by incorporating techniques based on randomized projections. Numerical experiments demonstrate advantageous performance compared to existing techniques for computing CUR factorizations. |
| first_indexed | 2024-03-06T20:24:31Z |
| format | Journal article |
| id | oxford-uuid:2ef3f4b6-1f11-4d2a-b195-abc80c7e517c |
| institution | University of Oxford |
| last_indexed | 2024-03-06T20:24:31Z |
| publishDate | 2016 |
| publisher | Springer US |
| record_format | dspace |
| spelling | oxford-uuid:2ef3f4b6-1f11-4d2a-b195-abc80c7e517c2022-03-26T12:52:09ZEfficient algorithms for cur and interpolative matrix decompositionsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:2ef3f4b6-1f11-4d2a-b195-abc80c7e517cSymplectic Elements at OxfordSpringer US2016Voronin, SMartinsson, PThe manuscript describes efficient algorithms for the computation of the CUR and ID decompositions. The methods used are based on simple modifications to the classical truncated pivoted QR decomposition, which means that highly optimized library codes can be utilized for implementation. For certain applications, further acceleration can be attained by incorporating techniques based on randomized projections. Numerical experiments demonstrate advantageous performance compared to existing techniques for computing CUR factorizations. |
| spellingShingle | Voronin, S Martinsson, P Efficient algorithms for cur and interpolative matrix decompositions |
| title | Efficient algorithms for cur and interpolative matrix decompositions |
| title_full | Efficient algorithms for cur and interpolative matrix decompositions |
| title_fullStr | Efficient algorithms for cur and interpolative matrix decompositions |
| title_full_unstemmed | Efficient algorithms for cur and interpolative matrix decompositions |
| title_short | Efficient algorithms for cur and interpolative matrix decompositions |
| title_sort | efficient algorithms for cur and interpolative matrix decompositions |
| work_keys_str_mv | AT voronins efficientalgorithmsforcurandinterpolativematrixdecompositions AT martinssonp efficientalgorithmsforcurandinterpolativematrixdecompositions |