Weighted sampling of outer products
Data Structures and Algorithms
2014-10-17 v1
Abstract
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 to spectral norm error , it suffices to sample on the order of outer products, where is the stable rank of a matrix .
Cite
@article{arxiv.1410.4429,
title = {Weighted sampling of outer products},
author = {Daniel Hsu},
journal= {arXiv preprint arXiv:1410.4429},
year = {2014}
}