Qian Zuo

A quantum-inspired algorithm for approximating statistical leverage scores

2021 · arXiv (Cornell University)

Suppose a matrix $A \in \mathbb{R}^{m \times n}$ of rank $r$ with singular value decomposition $A = U_{A}Σ_{A} V_{A}^{T}$, where $U_{A} \in \mathbb{R}^{m \times r}$, $V_{A} \in \mathbb{R}^{n \times r}$ are orthonormal and $Σ_{A} \in …