arXiv · 2501.01801
John Ellipsoids via Lazy Updates
Abstract
We give a faster algorithm for computing an approximate John ellipsoid around $n$ points in $d$ dimensions. The best known prior algorithms are based on repeatedly computing the leverage scores of the points and reweighting them by these scores [CCLY19]. We show that this algorithm can be substantially sped up by delaying the computation of high accuracy leverage scores by using sampling, and then later computing multiple batches of high accuracy leverage scores via fast rectangular matrix multiplication. We also give low-space streaming algorithms for John ellipsoids using similar ideas.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
David P. Woodruff, Taisuke Yasuda. 2025-01-03. John Ellipsoids via Lazy Updates. https://arxiv.org/abs/2501.01801
Cite the original work for its findings. Save a collection to share your selection of sources.