Deterministic error bound for a randomized range finder

ID: deterministic-error-bound-for-a-randomized-range-finder

Split a thin singular value decomposition at , writing and . Suppose has full row rank and the column space of contains that of . With , the identity and the Moore-Penrose pseudoinverse give
Since , submultiplicativity of the operator norm gives the displayed bound: proves . This statement is deterministic. A Gaussian error estimate needs a separate probability bound on the two random factors.

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