How to Fake Multiply by a Gaussian Matrix

Michael Kapralov, Vamsi K. Potluru, David P. Woodruff

Have you ever wanted to multiply an $n\times d$ matrix $X$, with $n\gg d$, on the left by an $m\times n$ matrix $\tilde{G}$ of i.i.d. Gaussian random variables, but could not aff…