A Note on Random Sampling for Matrix Multiplication

Yue Wu

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.

Knowledge Graph

arrow_drop_up

Comments

Sign up or login to leave a comment