Sampling from large matrices: An approach through geometric functional analysis

  • Authors:
  • Mark Rudelson;Roman Vershynin

  • Affiliations:
  • University of Missouri, Columbia, Missouri;University of California, Davis, California

  • Venue:
  • Journal of the ACM (JACM)
  • Year:
  • 2007

Quantified Score

Hi-index 0.02

Visualization

Abstract

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(rlog r) with a small error in the spectral norm, where r = ‖A‖2F/‖A‖22 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.