arXiv · 1006.0407
A Note on Element-wise Matrix Sparsification via a Matrix-valued Bernstein Inequality
Abstract
Given an n x n matrix A, we present a simple, element-wise sparsification algorithm that zeroes out all sufficiently small elements of A and then retains some of the remaining elements with probabilities proportional to the square of their magnitudes. We analyze the approximation accuracy of the proposed algorithm using a recent, elegant non-commutative Bernstein inequality, and compare our bounds with all existing (to the best of our knowledge) element-wise matrix sparsification algorithms.
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Petros Drineas, Anastasios Zouzias. 2010-06-02. A Note on Element-wise Matrix Sparsification via a Matrix-valued Bernstein Inequality. https://doi.org/10.1016/j.ipl.2011.01.010
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