Making the Nyström Method Highly Accurate for Low-Rank Approximations
Making the Nyström Method Highly Accurate for Low-Rank Approximations
.The Nyström method is a convenient strategy to obtain low-rank approximations to kernel matrices in nearly linear complexity. Existing studies typically use the method to approximate positive semidefinite matrices with low or modest accuracies. In this work, we propose a series of heuristic strategies to make the Nyström method reach …