arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2405.06375math.NAcs.NA
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带过采样的CUR分解的准确性与稳定性

Accuracy and Stability of CUR decompositions with Oversampling

Taejun Park, Yuji Nakatsukasa

AI总结:

本文研究带过采样的CUR分解的准确性与稳定性,证明过采样可提升性能,并提出基于CUR和余弦-正弦分解的过采样算法,实验验证其有效性。

摘要:

本文研究了带过采样的CUR分解的准确性和数值稳定性。CUR分解利用矩阵的列和行的子集来近似该矩阵。当所选列数和行数相同时,由于核心矩阵中存在矩阵求逆,CUR分解可能变得不稳定且精度下降。然而,我们证明了CUR分解可以以数值稳定的方式实现,并说明过采样(即增加CUR分解中的列数或行数)能够提升其准确性和稳定性。此外,本文基于CUR分解理论和余弦-正弦分解设计了一种过采样算法,并通过实验展示了其竞争力。

英文摘要:

This work investigates the accuracy and numerical stability of CUR decompositions with oversampling. The CUR decomposition approximates a matrix using a subset of columns and rows of the matrix. When the number of columns and the rows are the same, the CUR decomposition can become unstable and less accurate due to the presence of the matrix inverse in the core matrix. Nevertheless, we demonstrate that the CUR decomposition can be implemented in a numerical stable manner and illustrate that oversampling, which increases either the number of columns or rows in the CUR decomposition, can enhance its accuracy and stability. Additionally, this work devises an algorithm for oversampling motivated by the theory of the CUR decomposition and the cosine-sine decomposition, whose competitiveness is illustrated through experiments.

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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