Co-Occuring Directions Sketching for Approximate Matrix Multiply
Youssef Mroueh, Etienne Marcheret, Vaibhava Goel · arXiv (Cornell University) · 2016
We introduce co-occurring directions sketching, a deterministic algorithm for approximate matrix product (AMM), in the streaming model. We show that co-occuring directions achieves a better error bound for AMM than other randomized and deterministic approaches for AMM. Co-occurring directions gives a $1 + ε$ -approximation of the optimal low rank approximation of a matrix product. Empirically our algorithm outperforms competing methods for AMM, for a small sketch size. We validate empirically our theoretical findings and algorithms