1 research outputs found
Improved Low-rank Matrix Decompositions via the Subsampled Randomized Hadamard Transform
We comment on two randomized algorithms for constructing low-rank matrix
decompositions. Both algorithms employ the Subsampled Randomized Hadamard
Transform [14]. The first algorithm appeared recently in [9]; here, we provide
a novel analysis that significantly improves the approximation bound obtained
in [9]. A preliminary version of the second algorithm appeared in [7]; here, we
present a mild modification of this algorithm that achieves the same
approximation bound but significantly improves the corresponding running time.Comment: This paper has been withdrawn; an updated study is available by
Boutsidis and Gittens: http://arxiv.org/abs/1204.006