Yu-Ning Yang

Subspace embeddings with the rerandomized SRHT

This work studies subspace embeddings obtained by two normalized real Walsh transforms, two independent sign diagonals, and uniform coordinate sampling without replacement. The main result shows that the prescribed sample size $k=\min\{n,\lceil Cr/\varepsilon^2\rceil\}$, for a universal constant $C$, suffices to preser...