Analysis of a randomized approximation scheme for matrix multiplication
Data Structures and Algorithms
2012-11-26 v1 Machine Learning
Numerical Analysis
Machine Learning
Abstract
This note gives a simple analysis of a randomized approximation scheme for matrix multiplication proposed by Sarlos (2006) based on a random rotation followed by uniform column sampling. The result follows from a matrix version of Bernstein's inequality and a tail inequality for quadratic forms in subgaussian random vectors.
Cite
@article{arxiv.1211.5414,
title = {Analysis of a randomized approximation scheme for matrix multiplication},
author = {Daniel Hsu and Sham M. Kakade and Tong Zhang},
journal= {arXiv preprint arXiv:1211.5414},
year = {2012}
}