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Estimating a matrix's singular values with interpolative decompositions

Thursday 10:30 New York (GMT-5)

Recording available

Providence, United States · In person
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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

greedy pivotingrank-revealing factorizationsrandomized samplingsketchinglocal maximum-volumepivoted Gaussian eliminationpivoted Choleskysmooth-kernel matricesmatrix approximation