CUR Decomposition: A low-rank approximation with column/row subsets
An intuitive introduction to CUR approximation using actual matrix columns and rows, its practical advantages, and tips for constructing and stabilizing it.
Notes and exposition
Writing on numerical analysis, approximation theory, randomized numerical linear algebra, operator learning and related mathematics.
An intuitive introduction to CUR approximation using actual matrix columns and rows, its practical advantages, and tips for constructing and stabilizing it.
Why a small subset of actual matrix columns can provide an interpretable, structure-preserving low-rank approximation, and how common CSSP algorithms choose them.
A simple route from noisy Chebyshev interpolation to a fast, stable polynomial approximation using coefficient truncation and Mallows’ criterion.