Mathematics, Artificial Intelligence, Machine Learning, Deep Learning, AI.
sampling matrix Ω whose columns ωi​ are random vectors: Range Approximation: Construct a matrix Y which captures the action of A on the range of Ω: Orthogonalization: Perform QR decomposition on Y to obtain an orthonormal basis Q: where Q∈R(d×k) has orthonormal columns. Eigenvalue Estimation: Form