We consider a variety of criteria for selecting k representative columns from a real matrix A with rank(A)>=k. The criteria include the following optimization problems: absolute volume and S-optimality maximization; norm and condition minimization in the two-norm, Frobenius norm and Schatten p-norms for p>2; stable rank maximization; and the new criterion of relative volume maximization. We show that these criteria are NP hard and do not admit polynomial time approximation schemes (PTAS). To formulate the optimization problems as decision problems, we derive optimal values for the subset selection criteria, as well as expressions for partitioned pseudo-inverses.
翻译:我们考虑了从实数矩阵A(满足rank(A)>=k)中选择k个代表性列的一系列标准。这些标准包括以下优化问题:绝对体积与S最优性最大化;二范数、Frobenius范数及Schatten p范数(p>2)下的范数与条件数最小化;稳定秩最大化;以及新提出的相对体积最大化标准。我们证明这些标准均为NP难问题,且不存在多项式时间近似方案(PTAS)。为将优化问题形式化为决策问题,我们推导了子集选择标准的最优值,并给出了分块伪逆的表达式。