CUR matrix approximation

Matrix Approximation is an method used to simplify or reduce the size of a large matrix. This is done by approximating the matrix to a simpler form, while still keeping some of the information it contains. This can be done by removing some elements, or by grouping similar elements together. This is useful when dealing with very large matrices as it can save memory and computation time. In Machine Learning, this technique is used often to speed up computations.