On the approximation of a matrix

Abstract

Let $F^{\ast }$ be an approximation of a given $(a\times b)$ matrix $F$ derived by methods that are not randomized. We prove that for a given $F$ and $F^{\ast }$, $H$ and $T$ can be computed by randomized algorithm such that $(HT)$ is an approximation of $F$ better than $F^{\ast }$.

References in corpus (1)

• Error Bounds for Random Matrix Approximation Schemes