On the existence of a close to optimal cross approximation in the Frobenius norm

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Abstract

We prove that for any matrix, there exists a cross (pseudoskeleton) approximation based on $n$ rows and $n$ columns whose error in the Frobenius norm differs from that of the best possible approximation of the same rank by a factor of at most $1+r/n+o (n^{-1})$, where $r$ is the rank of the cross approximation.

About the authors

Aleksandr Igorevich Osinskii

Skolkovo Institute of Science and Technology, Moscow, Russia; Marchuk Institute of Numerical Mathematics of the Russian Academy of Sciences, Moscow, Russia

Author for correspondence.
Email: a.osinskiy@skoltech.ru
Candidate of physico-mathematical sciences

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