A Subspace Embedding Method in L2 Norm via Fast Cauchy Transform

Xu Xiang and Li-Zhi Cheng

Journal of Applied Mathematics, 2013, vol. 2013, issue 1

Abstract: We propose a subspace embedding method via Fast Cauchy Transform (FCT) in L2 norm. It is motivated by and complements the work of the subspace embedding method in Lp norm, for all p ∈ [1, ∞] except p = 2, by K. L. Clarkson (ACM‐SIAM, 2013). Unlike the traditionally used orthogonal basis in Johnson‐Lindenstrauss (JL) embedding, we employ the well‐conditioned basis in L2 norm to obtain concentration property of FCT in L2 norm.

Date: 2013
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https://doi.org/10.1155/2013/392034

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2013:y:2013:i:1:n:392034

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