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arXiv 1105.0464cs.DS
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基于亚采样随机Hadamard变换的改进低秩矩阵分解

Improved Low-rank Matrix Decompositions via the Subsampled Randomized Hadamard Transform

Christos Boutsidis

摘要:

我们评论两个随机算法构造低秩矩阵分解。这两种算法都采用子采样随机Hadamard变换[14]。第一个算法最近出现在[9]中;在这里,我们提供了一个新的分析,显着提高了[9]中获得的近似界。第二个算法的初步版本出现在[7]中;在这里,我们对该算法进行了轻微的修改,实现了相同的近似界,但显着提高了相应的运行时间。

英文摘要:

We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel analysis that significantly improves the approximation bound obtained in [9]. A preliminary version of the second algorithm appeared in [7]; here, we present a mild modification of this algorithm that achieves the same approximation bound but significantly improves the corresponding running time.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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