A Subspace Embedding Method inL2Norm via Fast Cauchy Transform

[摘要] We propose a subspace embedding method via Fast Cauchy Transform (FCT) inL2norm. It is motivated by and complements the work of the subspace embedding method inLpnorm, for allp∈[1,∞]exceptp=2, by K. L. Clarkson (ACM-SIAM, 2013). Unlike the traditionally used orthogonal basis in Johnson-Lindenstrauss (JL) embedding, we employ the well-conditioned basis inL2norm to obtain concentration property of FCT inL2norm.

[学科分类] 应用数学