Subset Selection for Matrices with Fixed Blocks
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Subset selection for matrices is the task of extracting a column sub-matrix from a given matrix B∈R^n× m with m>n such that the pseudoinverse of the sampled matrix has as small Frobenius or spectral norm as possible. In this paper, we consider the more general problem of subset selection for matrices that allows a block is fixed at the beginning. Under this setting, we provide a deterministic method for selecting a column sub-matrix from B. We also present a bound for both the Frobenius and the spectral matrix norms of the pseudoinverse of the sampled matrix with showing that the bound is asymptotically optimal. The main technology for proving this result is the interlacing families of polynomials which is developed by Marcus, Spielman and Srivastava. This idea also results in a deterministic greedy selection algorithm that produces the sub-matrix promised by our result.
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