Abstract Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization, Interpolative decomposition, etc. are classical deterministic algorithms for low rank approximation. But these techniques are very expensive ( operations are required for matrices). There are several randomized algorithms available in the literature which are not so expensive as the classical techniques (but the complexity is not linear in n). So, it is very expensive to construct the low rank approximation of a matrix if the dimension of the matrix is very large. There are alternative techniques like Cross/Skeleton approximation which gives the low-rank approximation with linear complexity in n. In this article we review low rank approximation techniques briefly and give extensive references of many techniques.
Literature survey on low rank approximation of matrices
Published 2016 in arXiv.org
ABSTRACT
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- Publication year
2016
- Venue
arXiv.org
- Publication date
2016-06-21
- Fields of study
Mathematics, Computer Science
- Identifiers
- External record
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CLAIMS
CONCEPTS
- classical deterministic algorithms
Non-random procedures used to compute low-rank matrix approximations in the survey.
Aliases: deterministic low-rank methods
박진우 (dztg5apj7m) extraction뀨 (7c402c1b98) reviewAK (4715169a40) review--------- ✂ Cut Here ✂ --------- (jqthcshryb) review - cross/skeleton approximation
A low-rank approximation approach based on selected rows and columns of a matrix.
Aliases: cross approximation, skeleton approximation
박진우 (dztg5apj7m) extraction뀨 (7c402c1b98) reviewAK (4715169a40) review--------- ✂ Cut Here ✂ --------- (jqthcshryb) review - interpolative decomposition
A matrix approximation that represents a matrix using a subset of its columns or rows.
Aliases: ID
박진우 (dztg5apj7m) extraction뀨 (7c402c1b98) reviewAK (4715169a40) review--------- ✂ Cut Here ✂ --------- (jqthcshryb) review - low rank approximation of matrices
A method for approximating a matrix using another matrix of much smaller rank.
Aliases: low-rank approximation
박진우 (dztg5apj7m) extraction뀨 (7c402c1b98) reviewAK (4715169a40) review--------- ✂ Cut Here ✂ --------- (jqthcshryb) review - qr decomposition with column pivoting
A QR factorization variant that uses column pivoting to help reveal rank structure.
Aliases: QRCP
박진우 (dztg5apj7m) extraction뀨 (7c402c1b98) reviewAK (4715169a40) review--------- ✂ Cut Here ✂ --------- (jqthcshryb) review - randomized algorithms
Algorithms that use randomness to construct low-rank matrix approximations.
Aliases: randomized low-rank methods
박진우 (dztg5apj7m) extraction뀨 (7c402c1b98) reviewAK (4715169a40) review--------- ✂ Cut Here ✂ --------- (jqthcshryb) review - rank revealing qr factorization
A QR-based factorization designed to expose the numerical rank of a matrix.
Aliases: RRQR
박진우 (dztg5apj7m) extraction뀨 (7c402c1b98) reviewAK (4715169a40) review--------- ✂ Cut Here ✂ --------- (jqthcshryb) review - singular value decomposition
A matrix factorization used as a classical deterministic tool for low-rank approximation.
Aliases: SVD
박진우 (dztg5apj7m) extraction뀨 (7c402c1b98) reviewAK (4715169a40) review--------- ✂ Cut Here ✂ --------- (jqthcshryb) review