A CUR Factorization Algorithm based on the Interpolative Decomposition

نویسندگان

  • Sergey Voronin
  • Per-Gunnar Martinsson
چکیده

An algorithm for the efficient computation of the CUR decomposition is presented. The method is based on simple modifications to the classical truncated pivoted QR decomposition, which means that highly optimized library codes can be utilized for its implementation. Numerical experiments demonstrate advantageous performance compared to existing techniques for computing CUR factorizations.

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عنوان ژورنال:
  • CoRR

دوره abs/1412.8447  شماره 

صفحات  -

تاریخ انتشار 2014