Estimating a matrix's singular values with interpolative decompositions
Computational Mathematics, Linear Algebra and 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.