A Note on Random Sampling for Matrix Multiplication
Numerical Analysis
2019-05-20 v2 Data Structures and Algorithms
Abstract
This paper extends the framework of randomised matrix multiplication to a coarser partition and proposes an algorithm as a complement to the classical algorithm, especially when the optimal probability distribution of the latter one is closed to uniform. The new algorithm increases the likelihood of getting a small approximation error in 2-norm and has the squared approximation error in Frobenious norm bounded by that from the classical algorithm.
Cite
@article{arxiv.1811.11237,
title = {A Note on Random Sampling for Matrix Multiplication},
author = {Yue Wu},
journal= {arXiv preprint arXiv:1811.11237},
year = {2019}
}