Title: A low-rank approximation of parameter-dependent matrices via CUR decomposition, Speaker(s): Taejun Park, University of Oxford, Date and time: 13 Jun 2024, 11:00 (Europe/Rome), Lecture series: Seminar on Numerical Analysis, Venue: Dipartimento di Matematica (Sala Riunioni).
You can access the full event here: https://events.dm.unipi.it/e/285
Abstract --------
Finding a low-rank approximation for parameter-dependent matrices $A(t)$ is an important task appearing in dynamical systems and image series compression. In this talk, we present an efficient randomized algorithm that computes a low-rank approximation of $A(t)$ at finite specified parameter values using the CUR decomposition. The key idea lies in reusing the same or a similar set of column and row indices for the CUR decomposition at nearby parameter values. The resulting algorithm is rank-adaptive, certifiable and has complexity that compares favorably to existing methods. This is joint work with Yuji Nakatsukasa.
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