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arXiv:1502.07838 [math.NA]AbstractReferencesReviewsResources

Rectangular maximum-volume submatrices and their applications

A. Yu. Mikhalev, I. V. Oseledets

Published 2015-02-27Version 1

A definition of $p$-volume of rectangular matrices is given. We generalize the results for square maximum-volume submatrices to the case rectangular maximal-volume submatrices and provide estimates for the growth of the coefficients. Three promising applications of such submatrices are presented: recommender systems, finding maximal elements in low-rank matrices and preconditioning of overdetermined linear systems. The code is available online at \url{https://bitbucket.org/muxas/rect_maxvol}.

Comments: 11 pages, 1 figure, submitted to SIAM J. Matrix Analysis
Categories: math.NA, cs.NA
Subjects: 65F99, 45A05
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