How to find a subset of a matrix that has minimum condition number?
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Suppose matrix A is consist of M column vectors, how can we find a subset B, consisting of N column of A (N<M), that has minimum condition number (the ratio of maximum singular value by minimum singular value)? If we try all possible combination of columns in A, the amount is tremendous, for example if M = 100, N = 50, there is 10^29 combinations. So is there a faster algorithm?
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Torsten
on 8 Jan 2016
Edited: Torsten
on 8 Jan 2016
Maybe of interest for you:
Best wishes
Torsten.
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Torsten
on 8 Jan 2016
I think one should consult the papers first to find out whether a faster algorithm than the obvious one you suggested exists. If this question is answered positive, one can search for MATLAB implementations.
Best wishes
Torsten.
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