We focus on \emph{ row sampling} based approximations for matrix algorithms, in particular matrix multipication, sparse matrix reconstruction, and \math{ \ell_2} regression. For \math{ \matA\in\R^{ m\times d}} (\math{ m} points in \math{ d\ll m} dimensions), and appropriate row-sampling probabilities, which typically depend on the norms of the rows of the \math{ m\times d} left singular matrix of \math{ \matA} (the \emph{ leverage scores}), we give row-sampling algorithms with linear (up to polylog factors) dependence on the stable rank of \math{ \matA}. This result is achieved through the application of non-commutative Bernstein bounds. Keywords: row-sampling; matrix multiplication; matrix reconstruction; estimating spectral norm; linear regression; randomized

Categories: cs.DS

Using a Non-Commutative Bernstein Bound to Approximate Some Matrix Algorithms in the Spectral Norm