nuclear-score-maximization v1.0

Abstract

This software library presents efficient and multithreaded implementations of matrix low rank approximation via column selection in C++17 code. The algorithms are described in Fornace, Mark, and Michael Lindsey. "Column and row subset selection using nuclear scores: algorithms and theory for Nystro m approximation, CUR decomposition, and graph Laplacian reduction." arXiv preprint arXiv:2407.01698 (2024). The presented methods are by-and-large ver novel, have provable approximation guarantees, multiple use-cases, and exhibit higher quality approximations on a variety of studied examples.