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 . 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 and any integer , we derive an explicit, closed-form expression for the cumulative distribution function of the largest principal angle between the -dominant singular subspace of 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.
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