Maximal Volume Matrix Cross Approximation for Image Compression and Least Squares Solution
Kenneth Allen, Ming-Jun Lai, Zhaiming Shen
TL;DR
This work advances matrix cross approximation by refining error bounds for CUR-type skeleton representations using maximal-volume submatrices and introducing a family of greedy maximum volume algorithms (GMVA) to efficiently locate near-optimal submatrices. The authors prove an improved residual bound, connect it with dominant-submatrix theory, and provide convergent algorithms that speed up computation. They validate the approach with numerical experiments, demonstrating effective image compression with low storage and fast, accurate least-squares solves via reduced subproblems and pivotal rows. The methods offer interpretable, low-rank approximations suitable for large-scale, partially observed, or structured data, with practical impact in image processing and data-fitting tasks.
Abstract
We study the classic matrix cross approximation based on the maximal volume submatrices. Our main results consist of an improvement of the classic estimate for matrix cross approximation and a greedy approach for finding the maximal volume submatrices. More precisely, we present a new proof of the classic estimate of the inequality with an improved constant. Also, we present a family of greedy maximal volume algorithms to improve the computational efficiency of matrix cross approximation. The proposed algorithms are shown to have theoretical guarantees of convergence. Finally, we present two applications: image compression and the least squares approximation of continuous functions. Our numerical results at the end of the paper demonstrate the effective performance of our approach.
