Thomas A Wentworth

Works (1)

Updated: July 5th, 2023 15:41

2014 journal article

THE EFFECT OF COHERENCE ON SAMPLING FROM MATRICES WITH ORTHONORMAL COLUMNS, AND PRECONDITIONED LEAST SQUARES PROBLEMS

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 35(4), 1490–1520.

By: I. Ipsen n  & T. Wentworth n

Contributors: I. Ipsen  n & T. Wentworth n

author keywords: condition number; singular values; leverage scores; sums of random matrices; majorization; preconditioning; QR factorization
TL;DR: A bound on the condition number of the sampled matrices in terms of the coherence $\mu$ of $Q$ is derived, which implies a, not necessarily tight, lower bound of $\mathcal{O}(m\mu\ln{n})$ for the number of sampled rows. (via Semantic Scholar)
Sources: Web Of Science, ORCID, NC State University Libraries
Added: August 6, 2018

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