A CUR Factorization Algorithm based on the Interpolative Decomposition
نویسندگان
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.
منابع مشابه
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ورودعنوان ژورنال:
- CoRR
دوره abs/1412.8447 شماره
صفحات -
تاریخ انتشار 2014