Computing Strong Rank-Revealing Factorizations for Matrices with Orthonormal Rows
Abstract
We show that a pivoting strategy due to Stewart (based on work by Bischof) computes a strong rank-revealing factorization when applied to a matrix with orthonormal rows.
When paired with the classical column selection algorithm of Golub, Klema, and Stewart (GKS) it helps achieve rank-$k$ approximation accuracy bounds and basis conditioning as good as those from applying a strong rank-revealing factorization directly to A.
We then extend this framework in two directions: (1) providing analysis of GKS when only approximations of right singular vectors are available and (2) providing a randomized variant of the pivoting strategy for matrices with orthonormal rows that achieves the same theoretical guarantees but can return the desired subset two orders of magnitude faster than the deterministic variant.
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