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A Short Proof for Gap Independence of Simultaneous Iteration

Authors
  • Liberty, Edo
Type
Preprint
Publication Date
May 20, 2016
Submission Date
May 18, 2016
Identifiers
arXiv ID: 1605.05610
Source
arXiv
License
Yellow
External links

Abstract

This note provides a very short proof of a spectral gap independent property of the simultaneous iterations algorithm for finding the top singular space of a matrix. See Rokhlin-Szlam-Tygert-2009, Halko-Martinsson-Tropp-2011 and Musco-Musco-2015. The proof is terse but completely self contained and should be accessible to the linear algebra savvy reader.

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