Volume‐based subset selection

Author:

Osinsky Alexander1

Affiliation:

1. Marchuk Institute of Numerical Mathematics of Russian Academy of Sciences Moscow Russia

Abstract

AbstractThis paper provides a fast algorithm for the search of a dominant (locally maximum volume) submatrix, generalizing the existing algorithms from to submatrix columns, where is the number of searched rows. We prove the bound on the number of steps of the algorithm, which allows it to outperform the existing subset selection algorithms in either the bounds on the norm of the pseudoinverse of the found submatrix, or the bounds on the complexity, or both.

Funder

Russian Science Foundation

Publisher

Wiley

Subject

Applied Mathematics,Algebra and Number Theory

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