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REPORTS > KEYWORD > VOLUME SAMPLING:
Reports tagged with volume sampling:
TR06-042 | 16th March 2006
Amit Deshpande, Santosh Vempala

Adaptive Sampling and Fast Low-Rank Matrix Approximation

We prove that any real matrix $A$ contains a subset of at most
$4k/\eps + 2k \log(k+1)$ rows whose span ``contains" a matrix of
rank at most $k$ with error only $(1+\eps)$ times the error of the
best rank-$k$ approximation of $A$. This leads to an algorithm to
find such ... more >>>




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