Matrix Approximation and Projective Clustering via Iterative Sampling

We present two new results for the problem of approximating a given real m by n matrix A by a rank-k matrix D, where k < min{m, n}, so as to minimize ||A-D||_F^2. It is known that bysampling O(k/eps) rows of the matrix, one can find a low-rank approximation with additive error eps||A||_F^2. Our...

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Bibliographic Details
Main Authors: Rademacher, Luis, Vempala, Santosh, Wang, Grant
Other Authors: Algorithms
Language:en_US
Published: 2005
Online Access:http://hdl.handle.net/1721.1/30530