Abstract The Nystro?m method is a well known sampling based low-rank matrix approximation approach. It is usually considered to be originated from the numerical treatment of integral equations and eigendecomposition of matrices. In this paper, we present a novel point of view for the Nystro?m approximation. We show that theoretically the Nystro?m method can be regraded as a set of pointwise ordinary least square linear regressions of the kernel matrix, sharing the same design matrix. With the new interpretation, we are able to analyze the approximation quality based on the fulfillment of the homoscedasticity assumption and explain the success and deficiency of various sampling methods. We also empirically show that positively skewed explanatory variable distributions can lead to heteroscedasticity. Based on this discovery, we propose to use non-symmetric explanatory functions to improve the quality of the Nystro?m approximation with almost no extra computational cost. Experiments show that positively skewed datasets widely exist, and our method exhibits good improvements on these datasets.