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Right now, our sparse operators have entries in {0,+1, -1}, and our dense operators are sampled from the standard normal distribution or the uniform distribution over [-1, 1]. The covariance matrices of these sketching operators will be scalar multiples of the identity matrix. However, the preferred scaling is that the covariance matrices are equal to the identity. We should update RandBLAS so that the correct scaling is automatically applied.
The text was updated successfully, but these errors were encountered:
rileyjmurray
changed the title
Enhancement: automatic scaling of sketching operators
Automatic scaling of sketching operators
Jun 4, 2024
Resolved in #108, which adds an isometry_scale member to DenseDist and SparseDist. We don't apply this automatically though. The web docs speak to why in an FAQ.
Right now, our sparse operators have entries in {0,+1, -1}, and our dense operators are sampled from the standard normal distribution or the uniform distribution over [-1, 1]. The covariance matrices of these sketching operators will be scalar multiples of the identity matrix. However, the preferred scaling is that the covariance matrices are equal to the identity. We should update RandBLAS so that the correct scaling is automatically applied.
The text was updated successfully, but these errors were encountered: