Leveraging Well-Conditioned Bases: Streaming and Distributed Summaries in Minkowski p-Norms
Charlie Dickens, Graham Cormode, David Woodruff
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Work on approximate linear algebra has led to efficient distributed and streaming algorithms for problems such as approximate matrix multiplication, low rank approximation, and regression, primarily for the Euclidean norm _2. We study other _p norms, which are more robust for p < 2, and can be used to find outliers for p > 2. Unlike previous algorithms for such norms, we give algorithms that are (1) deterministic, (2) work simultaneously for every p 1, including p = , and (3) can be implemented in both distributed and streaming environments. We study _p-regression, entrywise _p-low rank approximation, and versions of approximate matrix multiplication.