A Dynamic Low-Rank Fast Gaussian Transform

Baihe Huang, Zhao Song, Omri Weinstein +3

The \emph{Fast Gaussian Transform} (FGT) enables subquadratic-time multiplication of an $n\times n$ Gaussian kernel matrix ${\mathsf{K}}_{i,j}=\exp (-\Vert x_i-x_j{\Vert }_2^2)$ with…