Abstract
Large matrices are often accessed as a row-order stream. We consider the setting where rows are time-sensitive (i.e. they expire), which can be described by the sliding-window row-order model, and provide the first (1+ϵ)-approximation of Schatten p-norms in this setting. Our main technical contribution is a proof that Schatten p-norms in row-order streams are smooth, and thus fit the smooth-histograms technique of Braverman and Ostrovsky (FOCS 2007) for sliding-window streams.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Similar Papers
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.