CPQR-based randomized algorithms for generalized CUR decompositions

03/13/2023

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by   Guihua Zhang, et al.

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Chongqing University

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FUDAN University

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Based on the column pivoted QR decomposition, we propose some randomized algorithms including pass-efficient ones for the generalized CUR decompositions of matrix pair and matrix triplet. Detailed error analyses of these algorithms are provided. Numerical experiments are given to test the proposed randomized algorithms.