We study random submatrices of a large matrix A. We show how to approximately
compute A from its random submatrix of the smallest possible size O(r log r)
with a small error in the spectral norm, where r = ||A||_F^2 / ||A||_2^2 is the
numerical rank of A. The numerical rank is always bounded by, and is a stable
relaxation of, the rank of A. This yields an asymptotically optimal guarantee
in an algorithm for computing low-rank approximations of A. We also prove
asymptotically optimal estimates on the spectral norm and the cut-norm of
random submatrices of A. The result for the cut-norm yields a slight
improvement on the best known sample complexity for an approximation algorithm
for MAX-2CSP problems. We use methods of Probability in Banach spaces, in
particular the law of large numbers for operator-valued random variables.Comment: Our initial claim about Max-2-CSP problems is corrected. We put an
exponential failure probability for the algorithm for low-rank
approximations. Proofs are a little more explaine
