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Analysis of a randomized approximation scheme for matrix multiplication (1211.5414v1)
Published 23 Nov 2012 in cs.DS, cs.LG, cs.NA, and stat.ML
Abstract: This note gives a simple analysis of a randomized approximation scheme for matrix multiplication proposed by Sarlos (2006) based on a random rotation followed by uniform column sampling. The result follows from a matrix version of Bernstein's inequality and a tail inequality for quadratic forms in subgaussian random vectors.