We address the problem of approximating a matrix by the linear combination of a column sparse matrix and a low rank matrix. Two variants of a heuristic search algorithm are described. The first produces an optimal solution but may be slow, as these problems are believed to be NP-hard. The second is much faster, but only guarantees a suboptimal solution. The quality of the approximation and the optimality criterion can be specified in terms of unitarily invariant norms.

This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy algorithm for solving this problem and draws connections to different problems that can be efficiently solved using the proposed algorithm.