Recursive Importance Sketching for Rank Constrained Least Squares: Algorithms and High-order Convergence

Yuetian Luo, Wen Huang, Xudong Li +1

In this paper, we propose {\it \underline{R}ecursive} {\it \underline{I}mportance} {\it \underline{S}ketching} algorithm for {\it \underline{R}ank} constrained least squares {\it \…