Optimal sampling algorithms for block matrix multiplication

DOI10.1016/J.CAM.2023.115063MaRDI QIDQ6100583zbMATH OpenOpenAlexFDO

Authors Chengmei Niu, Hanyu Li

Publication date 22 June 2023

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.04940

zbMATH Keywords

optimal samplinga-optimal design criterionblock matrix multiplicationprobability error boundtwo step algorithm

Mathematics Subject Classification ID

Randomized algorithms (68W20)

Abstract: In this paper, we investigate the randomized algorithms for block matrix multiplication from random sampling perspective. Based on the A-optimal design criterion, the optimal sampling probabilities and sampling block sizes are obtained. To improve the practicability of the block sizes, two modified ones with less computation cost are provided. With respect to the second one, a two step algorithm is also devised. Moreover, the probability error bounds for the proposed algorithms are given. Extensive numerical results show that our methods outperform the existing one in the literature.

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Cited in

(2)

• A block-randomized stochastic method with importance sampling for CP tensor decomposition
• A note on optimal block-scaling of matrices

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