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CPQR-based randomized algorithms for generalized CUR decompositions

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arxiv 2303.06958 v1 pith:C24O2QCP submitted 2023-03-13 math.NA cs.NA

CPQR-based randomized algorithms for generalized CUR decompositions

classification math.NA cs.NA
keywords algorithmsrandomizeddecompositionsgeneralizedmatrixanalysescolumncpqr-based
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Based on the column pivoted QR decomposition, we propose some randomized algorithms including pass-efficient ones for the generalized CUR decompositions of matrix pair and matrix triplet. Detailed error analyses of these algorithms are provided. Numerical experiments are given to test the proposed randomized algorithms.

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