Abstract:We propose a generalized CUR (GCUR) decomposition for matrix pairs (A, B). Given matrices A and B with the same number of columns, such a decomposition provides low-rank approximations of both matrices simultaneously, in terms of some of their rows and columns. We obtain the indices for selecting the subset of rows and columns of the original matrices using the discrete empirical interpolation method (DEIM) on the generalized singular vectors. When B is square and nonsingular, there are close connections betwe… Show more
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