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arXiv 1908.08101math.NAcs.NA
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CUR分解的扰动

Perturbations of CUR Decompositions

Keaton Hamm, Longxiu Huang

摘要:

CUR分解是通过选择低秩矩阵的某些列和行子矩阵而获得的低秩矩阵的因式分解。由于CUR分解是非唯一形成的,我们调查了几个变种,并给出扰动估计的噪声矩阵的幅度在一个广泛的类规范,其中包括所有Schatten $p$ -规范。这里给出的估计是定性的,并说明了如何选择的列和行的影响质量的近似,此外,我们获得了新的国家的最先进的边界CUR近似的一些变种。

英文摘要:

The CUR decomposition is a factorization of a low-rank matrix obtained by selecting certain column and row submatrices of it. We perform a thorough investigation of what happens to such decompositions in the presence of noise. Since CUR decompositions are non-uniquely formed, we investigate several variants and give perturbation estimates for each in terms of the magnitude of the noise matrix in a broad class of norms which includes all Schatten $p$--norms. The estimates given here are qualitative and illustrate how the choice of columns and rows affects the quality of the approximation, and additionally we obtain new state-of-the-art bounds for some variants of CUR approximations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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