Improved bounds for randomized Schatten norm estimation of numerically low-rank matrices
In this work, we analyze the variance of a stochastic estimator for computing Schatten norms of matrices. The estimator extracts information from a single sketch of the matrix, that is, the product of the matrix with a few standard Gaussian random vectors. While this estimator has been proposed and...
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Main Authors | , |
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Format | Journal Article |
Language | English |
Published |
30.08.2024
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Subjects | |
Online Access | Get full text |
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