Skip to content

Estimating a matrix's singular values with interpolative decompositions

Linear Algebra seminar by Alex Townsend, Cornell University

Hosted by Institute for Computational and Experimental Research in Mathematics (ICERM), Brown University

Thursday 10:30 New York (GMT-5)

Recording available

Providence, RI, USA · In person

Abstract

Alex Townsend examines what greedy pivoting can guarantee in rank-revealing factorizations, which remain important alongside randomized sampling and sketching. A local maximum-volume viewpoint gives sharp criteria for reliable rank revelation by pivoted Gaussian elimination and QR. The comparison with pivoted Cholesky on smooth-kernel matrices shows that greedy pivoting there cannot exhibit Kahan-like behavior. These results clarify the theoretical strengths and limitations of deterministic steps in matrix approximation.

Topics

We use cookies for analytics.