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arxiv: 1504.00523 · v4 · pith:5LRFI7W4new · submitted 2015-04-02 · 💻 cs.NA · cs.NA

Fast Spectral Low Rank Matrix Approximation

classification 💻 cs.NA cs.NA
keywords approximatefastnormspectralmatrixalgorithmsapproximationclass
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First, we extend the results of approximate matrix multiplication from the Frobenius norm to the spectral norm. Second, We develop a class of fast approximate generalized linear regression algorithms with respect to the spectral norm. Finally, We give a fast approximate SVD.

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