Fast Spectral Low Rank Matrix Approximation
Numerical Analysis
2015-11-11 v4
Abstract
First, we extend the results of approximate matrix multiplication from the Frobenius norm to the spectral norm. Second, We develop a class of fast approximate generalized linear regression algorithms with respect to the spectral norm. Finally, We give a fast approximate SVD.
Cite
@article{arxiv.1504.00523,
title = {Fast Spectral Low Rank Matrix Approximation},
author = {Haishan Ye and Zhihua Zhang},
journal= {arXiv preprint arXiv:1504.00523},
year = {2015}
}
Comments
This paper has some error in proof