Stable probability of reduced matrix obtained by Gaussian random projection
Author:
Affiliation:
1. Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo
Publisher
The Japan Society for Industrial and Applied Mathematics
Subject
General Engineering
Link
https://www.jstage.jst.go.jp/article/jsiaml/15/0/15_77/_pdf
Reference11 articles.
1. [1] T.Sarlos, Improved approximation algorithms for large matrices via random projections, in: Proc. of FOCS 2006, pp.143–152, IEEE Computer Society, 2006.
2. [2] N. Halko, P. G. Martinsson and J. A.Tropp, Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions, SIAM Rev., 53 (2011),217–288.
3. [3] Y. Nakatsukasa and J. A. Tropp, Fast & accurate randomized algorithms for linear systems and eigenvalue problems, arXiv:2111.00113v2 [math.NA].
4. [4] H. Sakamoto and K. Sato, Random projection preserves stability with high probability, JSIAM Lett., 15 (2023), 17–20.
5. [5] C. D'ambrosio, L. Liberti, P. L. Poirion and K. Vu, Random projections for quadratic programs, Math. Program., 183 (2020), 619–647.
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