Numerical linear algebra in the streaming model

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