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Abstract

The interpolative decomposition (ID) aims to construct a low-rank approximation formed by a basis consisting of row/column skeletons in the original matrix and a corresponding interpolation matrix. This work explores fast and accurate ID algorithms from comprehensive perspectives for empirical performance, including accuracy in both skeleton selection and interpolation matrix construction, efficiency in terms of asymptotic complexity and hardware efficiency, as well as rank adaptiveness. While many algorithms have been developed to optimize some of these aspects, practical ID algorithms proficient in all aspects remain absent. To fill in the gap, we introduce robust blockwise random pivoting (RBRP) that is asymptotically fast, hardware-efficient, and rank-adaptive, providing accurate skeletons and interpolation matrices comparable to the best existing ID algorithms in practice. Through extensive numerical experiments on various synthetic and natural datasets, we demonstrate the appealing empirical performance of RBRP from the aforementioned perspectives, as well as the robustness of RBRP to adversarial inputs.

Details

1009240
Identifier / keyword
Title
Robust Blockwise Random Pivoting: Fast and Accurate Adaptive Interpolative Decomposition
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 19, 2024
Section
Computer Science; Mathematics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-23
Milestone dates
2023-09-27 (Submission v1); 2024-02-12 (Submission v2); 2024-06-06 (Submission v3); 2024-12-13 (Submission v4); 2024-12-19 (Submission v5)
Publication history
 
 
   First posting date
23 Dec 2024
ProQuest document ID
2870189021
Document URL
https://www.proquest.com/working-papers/robust-blockwise-random-pivoting-fast-accurate/docview/2870189021/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-12-24
Database
ProQuest One Academic