A Note On Estimating the Spectral Norm of A Matrix Efficiently

Details A Note On Estimating the Spectral Norm of A Matrix Efficiently A Note On Estimating the Spectral Norm of A Matrix Efficiently

2011-04-11

arxiv.org/abs/1104.2076v1

Computer Science

Data Structures and Algorithms

Scientific paper

We give an efficient algorithm which can obtain a relative error
approximation to the spectral norm of a matrix, combining the power iteration
method with some techniques from matrix reconstruction which use random
sampling.

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