Faster Subset Selection for Matrices and Applications
Faster Subset Selection for Matrices and Applications
We study the following problem of subset selection for matrices: given a matrix $\mathbf{X} \in \mathbb{R}^{n \times m}$ ($m > n$) and a sampling parameter $k$ ($n \le k \le m$), select a subset of $k$ columns from $\mathbf{X}$ such that the pseudoinverse of the sampled matrix has as small …