arXiv · 1908.08101
Perturbations of CUR Decompositions
Abstract
The CUR decomposition is a factorization of a low-rank matrix obtained by selecting certain column and row submatrices of it. We perform a thorough investigation of what happens to such decompositions in the presence of noise. Since CUR decompositions are non-uniquely formed, we investigate several variants and give perturbation estimates for each in terms of the magnitude of the noise matrix in a broad class of norms which includes all Schatten $p$--norms. The estimates given here are qualitative and illustrate how the choice of columns and rows affects the quality of the approximation, and additionally we obtain new state-of-the-art bounds for some variants of CUR approximations.
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Keaton Hamm, Longxiu Huang. 2019-08-21. Perturbations of CUR Decompositions. https://arxiv.org/abs/1908.08101
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