Weighted sampling of outer products

نویسنده

  • Daniel J. Hsu
چکیده

This note gives a simple analysis of the randomized approximation scheme for matrix multiplication of Drineas et al. (2006) with a particular sampling distribution over outer products. The result follows from a matrix version of Bernstein’s inequality. To approximate the matrix product AB⊤ to spectral norm error ε‖A‖‖B‖, it suffices to sample on the order of (sr(A) ∨ sr(B)) log(sr(A) ∧ sr(B))/ε outer products, where sr(M ) is the stable rank of a matrix M .

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عنوان ژورنال:
  • CoRR

دوره abs/1410.4429  شماره 

صفحات  -

تاریخ انتشار 2014