An implementation of "ancient" stochastic CUR matrix decomposition algorithm with example of using.
The algorithm was taken from the paper CUR matrix decompositions for improved data analysis. Please, read it - this is very cool!
To use the algorithm, you need just copy the main script CUR.py in your work directory and import the only class presented in it. I also prepared a notebook with a copy of the whole CUR class and some examples of using on real gene expression dataset taken from here.
Good luck!