A quantum-inspired algorithm for approximating statistical leverage scores

Qian Zuo, Hua Xiang

Suppose a matrix $A\in {\mathbb{R}}^{m\times n}$ of rank $r$ with singular value decomposition $A=U_A{\Sigma }_A{V}_A^T$, where $U_A\in {\mathbb{R}}^{m\times r}$, $V_{A} \in \ma…