Analysis of a randomized approximation scheme for matrix multiplication

Daniel Hsu; Sham M. Kakade; Tong Zhang

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arXiv · 1211.5414

Analysis of a randomized approximation scheme for matrix multiplication

Daniel Hsu·Sham M. Kakade·Tong Zhang

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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.

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Daniel Hsu, Sham M. Kakade, Tong Zhang. 2012-11-23. Analysis of a randomized approximation scheme for matrix multiplication. https://arxiv.org/abs/1211.5414

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