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
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
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