Near optimal column-based matrix reconstruction

Abstract

We consider low-rank reconstruction of a matrix using a subset of its columns and we present asymptotically optimal algorithms for both spectral norm and Frobenius norm reconstruction. The main tools we introduce to obtain our results are: (i) the use of fast approximate SVD-like decompositions for column-based matrix reconstruction, and (ii) two deterministic algorithms for selecting rows from matrices with orthonormal columns, building upon the sparse representation theorem for decompositions of the identity that appeared in [1]. © 2011 IEEE.