The spectral norm error of the naive Nystrom extension
نویسنده
چکیده
The näıve Nyström extension forms a low-rank approximation to a positive-semidefinite matrix by uniformly randomly sampling from its columns. This paper provides the first relativeerror bound on the spectral norm error incurred in this process. This bound follows from a natural connection between the Nyström extension and the column subset selection problem. The main tool is a matrix Chernoff bound for sampling without replacement.
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عنوان ژورنال:
- CoRR
دوره abs/1110.5305 شماره
صفحات -
تاریخ انتشار 2011