Fast Spectral Low Rank Matrix Approximation

Abstract

First, we extend the results of approximate matrix multiplication from the Frobenius norm to the spectral norm. Second, We develop a class of fast approximate generalized linear regression algorithms with respect to the spectral norm. Finally, We give a fast approximate SVD.

This paper has some error in proof

References in corpus (1)

• Using a Non-Commutative Bernstein Bound to Approximate Some Matrix Algorithms in the Spectral Norm