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Block Discrete Empirical Interpolation Methods

3 Aug 2022arXiv:2208.02213links table onlyarchive 2025-07-28

Perfect Y. Gidisu, Michiel E. Hochstenbach

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We present block variants of the discrete empirical interpolation method (DEIM); as a particular application, we will consider a CUR factorization. The block DEIM algorithms are based on the concept of the maximum volume of submatrices and a rank-revealing QR factorization. We also present a version of the block DEIM procedures, which allows for adaptive choice of block size. The results of the experiments indicate that the block DEIM algorithms exhibit comparable accuracy for low-rank matrix approximation compared to the standard DEIM procedure. However, the block DEIM algorithms also demonstrate potential computational advantages, showcasing increased efficiency in terms of computational time.

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