{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/efficient-bounds-and-estimates-for-canonical","title":"Efficient Bounds and Estimates for Canonical Angles in Randomized Subspace Approximations","arxiv_id":"2211.04676","date":"2022-11-09","proceeding":null,"authors":["Yijun Dong","Per-Gunnar Martinsson","Yuji Nakatsukasa"],"abstract":"Randomized subspace approximation with \"matrix sketching\" is an effective approach for constructing approximate partial singular value decompositions (SVDs) of large matrices. The performance of such techniques has been extensively analyzed, and very precise estimates on the distribution of the residual errors have been derived. However, our understanding of the accuracy of the computed singular vectors (measured in terms of the canonical angles between the spaces spanned by the exact and the computed singular vectors, respectively) remains relatively limited. In this work, we present practical bounds and estimates for canonical angles of randomized subspace approximation that can be computed efficiently either a priori or a posteriori, without assuming prior knowledge of the true singular subspaces. Under moderate oversampling in the randomized SVD, our prior probabilistic bounds are asymptotically tight and can be computed efficiently, while bringing a clear insight into the balance between oversampling and power iterations given a fixed budget on the number of matrix-vector multiplications. The numerical experiments demonstrate the empirical effectiveness of these canonical angle bounds and estimates on different matrices under various algorithmic choices for the randomized SVD.","url_abs":"https://arxiv.org/abs/2211.04676v3","url_pdf":"https://arxiv.org/pdf/2211.04676v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"efficient-bounds-and-estimates-for-canonical","repo_url":"https://github.com/dyjdongyijun/randomized_subspace_approximation","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2211.04676","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}