Acceleration of randomized Kaczmarz method via the Johnson---Lindenstrauss Lemma
Numerical Algorithms
An Almost Optimal Unrestricted Fast Johnson-Lindenstrauss Transform
ACM Transactions on Algorithms (TALG) - Special Issue on SODA'11
Sparser Johnson-Lindenstrauss Transforms
Journal of the ACM (JACM)
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We prove a variant of a Johnson-Lindenstrauss lemma for matrices with circulant structure. This approach allows to minimize the randomness used, is easy to implement and provides good running times. The price to be paid is the higher dimension of the target space k = O(ε−2 log3 n) instead of the classical bound k = O(ε−2 log n). © 2011 Wiley Periodicals, Inc. Random Struct. Alg., 2011 (Supported by DFG Heisenberg (HI 584/3-2); FWF START-Preis Sparse Approximation and Optimization in High Dimensions (Y 432-N15).)