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Related papers: Johnson-Lindenstrauss lemma for circulant matrices

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This work constructs Jonson-Lindenstrauss embeddings with best accuracy, as measured by variance, mean-squared error and exponential concentration of the length distortion. Lower bounds for any data and embedding dimensions are determined,…

Machine Learning · Computer Science 2021-01-05 Maciej Skorski

We present here necessary and sufficient conditions for the invertibility of circulant and symmetric matrices that depend on three parameters and moreover, we explicitly compute the inverse. The techniques we use are related with the…

Classical Analysis and ODEs · Mathematics 2015-05-30 A. Carmona , A. M. Encinas , S. Gago , M. J. Jiménez , M. Mitjana

We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…

Machine Learning · Statistics 2018-09-05 Krzysztof Choromanski , Mark Rowland , Adrian Weller

Probabilistic proofs of the Johnson-Lindenstrauss lemma imply that random projection can reduce the dimension of a data set and approximately preserve pairwise distances. If a distance being approximately preserved is called a success, and…

Statistics Theory · Mathematics 2024-07-15 Jason Bernstein , Alec M. Dunton , Benjamin W. Priest

We give near-tight lower bounds for the sparsity required in several dimensionality reducing linear maps. First, consider the JL lemma which states that for any set of n vectors in R there is a matrix A in R^{m x d} with m = O(eps^{-2}log…

Data Structures and Algorithms · Computer Science 2012-11-07 Jelani Nelson , Huy L. Nguyen

Johnson-Lindenstrauss embeddings are widely used to reduce the dimension and thus the processing time of data. To reduce the total complexity, also fast algorithms for applying these embeddings are necessary. To date, such fast algorithms…

Data Structures and Algorithms · Computer Science 2020-04-30 Stefan Bamberger , Felix Krahmer

In this paper, we prove that an $n\times n$ matrix $A$ with independent centered subgaussian entries satisfies \[ s_{n+1-l}(A) \le C_1t \frac{l}{\sqrt{n}} \] with probability at least $1-\exp(-C_2tl)$. This yields $s_{n-l}(A) \sim…

Probability · Mathematics 2016-08-03 Feng Wei

In the present note we show that for any positive integer k an arbitrary Boolean circulant matrix can be implemented via modulo 2 rectifier circuit of depth 2k-1 and complexity O(n^{1+1/k}), and also via circuit of depth 2k and complexity…

Data Structures and Algorithms · Computer Science 2013-05-21 Igor S. Sergeev

We prove an O(log n) bound for the expected value of the logarithm of the componentwise (and, a fortiori, the mixed) condition number of a random sparse n x n matrix. As a consequence, small bounds on the average loss of accuracy for…

Numerical Analysis · Mathematics 2008-07-08 Dennis Cheung , Felipe Cucker

Recent work of [Dasgupta-Kumar-Sarlos, STOC 2010] gave a sparse Johnson-Lindenstrauss transform and left as a main open question whether their construction could be efficiently derandomized. We answer their question affirmatively by giving…

Data Structures and Algorithms · Computer Science 2010-12-08 Daniel M. Kane , Jelani Nelson

Random projections are random linear maps, sampled from appropriate distributions, that approx- imately preserve certain geometrical invariants so that the approximation improves as the dimension of the space grows. The well-known…

Optimization and Control · Mathematics 2017-06-12 Ky Vu , Pierre-Louis Poirion , Leo Liberti

The celebrated dimension reduction lemma of Johnson and Lindenstrauss has numerous computational and other applications. Due to its application in practice, speeding up the computation of a Johnson-Lindenstrauss style dimension reduction is…

Data Structures and Algorithms · Computer Science 2010-11-12 Vladimir Braverman , Rafail Ostrovsky , Yuval Rabani

Let $(X_{jk})_{j,k\geq 1}$ be an infinite array of i.i.d. complex random variables, with mean 0 and variance 1. Let $\la_{n,1},...,\la_{n,n}$ be the eigenvalues of $(\frac{1}{\sqrt{n}}X_{jk})_{1\leq j,k\leq n}$. The strong circular law…

Probability · Mathematics 2010-11-09 Djalil Chafai

A classical result of Johnson and Lindenstrauss states that a set of $n$ high dimensional data points can be projected down to $O(\log n/\epsilon^2)$ dimensions such that the square of their pairwise distances is preserved up to a small…

Data Structures and Algorithms · Computer Science 2023-06-02 Aleksandros Sobczyk , Mathieu Luisier

This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…

Probability · Mathematics 2011-02-01 Mark W. Meckes

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

Linear upper bounds may be derived by imposing specific structural conditions on a generating set, such as additional constraints on ranks, eigenvalues, or the degree of the minimal polynomial of the generating matrices. This paper…

Rings and Algebras · Mathematics 2025-05-06 Chengjie Wang

The Kaczmarz method is an algorithm for finding the solution to an overdetermined consistent system of linear equations Ax=b by iteratively projecting onto the solution spaces. The randomized version put forth by Strohmer and Vershynin…

Numerical Analysis · Mathematics 2011-02-15 Yonina C. Eldar , Deanna Needell

We study the O(n) loop model on a dynamically triangulated disk, with a new type of boundary conditions, discovered recently by Jacobsen and Saleur. The partition function of the model is that of a gas of self and mutually avoiding loops…

High Energy Physics - Theory · Physics 2008-11-26 Ivan Kostov

The seminal Fast Johnson-Lindenstrauss (Fast JL) transform by Ailon and Chazelle (SICOMP'09) embeds a set of $n$ points in $d$-dimensional Euclidean space into optimal $k=O(\varepsilon^{-2} \ln n)$ dimensions, while preserving all pairwise…

Data Structures and Algorithms · Computer Science 2022-04-06 Ora Nova Fandina , Mikael Møller Høgsgaard , Kasper Green Larsen