@inproceedings{Clarkson2009NumericalLA,
title={Numerical linear algebra in the streaming model},
author={K. Clarkson and D. Woodruff},
booktitle={STOC '09},
year={2009}
}

We give near-optimal space bounds in the streaming model for linear algebra problems that include estimation of matrix products, linear regression, low-rank approximation, and approximation of matrix rank. In the streaming model, sketches of input matrices are maintained under updates of matrix entries; we prove results for turnstile updates, given in an arbitrary order. We give the first lower bounds known for the space needed by the sketches, for a given estimation error ε. We sharpen prior… CONTINUE READING