A Subspace Embedding Method in L2 Norm via Fast Cauchy Transform

oleh: Xu Xiang, Li-Zhi Cheng

Format: Article
Diterbitkan: Hindawi Limited 2013-01-01

Deskripsi

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,āˆž] 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.