A Note on Random Sampling for Matrix Multiplication
A Note on Random Sampling for Matrix Multiplication
复制标题
关于矩阵乘法随机采样的注意事项
DOI：
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发表时间：
2018
期刊：
影响因子：
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通讯作者：
Yue Wu
中科院分区：
文献类型：
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作者：
Yue Wu
本文将随机矩阵乘法的框架扩展到一个更粗的划分，并提出了一个算法作为对经典算法的补充，特别是当后者的最优概率分布接近均匀时。新算法增加了在2-范数下获得小的逼近误差的可能性，并且在Frobenious范数下的平方逼近误差与经典算法的平方逼近误差有界。
This paper extends the framework of randomised matrix multiplication to a coarser partition and proposes an algorithm as a complement to the classical algorithm, especially when the optimal probability distribution of the latter one is closed to uniform. The new algorithm increases the likelihood of getting a small approximation error in 2-norm and has the squared approximation error in Frobenious norm bounded by that from the classical algorithm.