In matrix computations, sketching is really a synonym for (linear) dimensionality reduction. Suppose we are solving a problem involving one or more high-dimensional vectors or perhaps a tall matrix . A sketching matrix is a matrix where . When multiplied into a high-dimensional vector or tall matrix , the sketching matrix produces compressed or “sketched” versions and that are much smaller than the original vector and matrix .
ethanepperly.com | Does Sketching Work?
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