English

Beyond singular value gaps in randomized subspace approximation

Numerical Analysis 2026-03-03 v1 Numerical Analysis

Abstract

The success of randomized range finders (RRFs) is typically analyzed via the singular value gaps of a target matrix AA. In this work, we show that the so-called Frobenius singular value ratio provides a sharper analysis of an RRF's subspace quality under Gaussian sketching. For any matrix AA and any integer k0k\ge0, we derive an explicit, closed-form expression for the cumulative distribution function of the largest principal angle between the kk-dominant singular subspace of AA and the approximate RRF subspace, expressing it in terms of a hypergeometric function. We obtain definitive probabilistic guarantees for RRFs that are strictly stronger than those obtained previously.

Keywords

Cite

@article{arxiv.2603.01191,
  title  = {Beyond singular value gaps in randomized subspace approximation},
  author = {Christopher Wang and Alex Townsend},
  journal= {arXiv preprint arXiv:2603.01191},
  year   = {2026}
}

Comments

27 pages, 4 figures

R2 v1 2026-07-01T10:58:07.462Z