A Note on Randomized Element-wise Matrix Sparsification

Abstract: Given a matrix A \in R^{m x n}, we present a randomized algorithm that sparsifies A by retaining some of its elements by sampling them according to a distribution that depends on both the square and the absolute value of the entries. We combine the ideas of [4, 1] and provide an elementary proof of the approximation accuracy of our algorithm following [4] without the truncation step.