Develops structured random sketching for Hilbert-Schmidt operators to enable low-dimensional approximation and preconditioner construction with high-probability embedding and error bounds.
(72) Furthermore, by taking V := {XHΩH : X ∈ V } and replacing Ω by Σ in ( 72), we also deduce that P(∀V ∈ V, |∥VHΩH∥2 F − ∥ ΣVHΩH∥2 F | ≤ εΣ∥VHΩH∥2 F ) ≥ 1 − kΩδΣ
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Random sketching of operators with application to learning preconditioners
Develops structured random sketching for Hilbert-Schmidt operators to enable low-dimensional approximation and preconditioner construction with high-probability embedding and error bounds.