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A variant of the Johnson-Lindenstrauss lemma for circulant matrices
Authors:Jan Vybíral
Institution:Radon Institute for Computational and Applied Mathematics (RICAM), Austrian Academy of Sciences, Altenbergerstraße 69, A-4040 Linz, Austria
Abstract:We continue our study of the Johnson-Lindenstrauss lemma and its connection to circulant matrices started in Hinrichs and Vybíral (in press) 7]. We reduce the bound on k from k=Ω(ε−2log3n) proven there to k=Ω(ε−2log2n). Our technique differs essentially from the one used in Hinrichs and Vybíral (in press) 7]. We employ the discrete Fourier transform and singular value decomposition to deal with the dependency caused by the circulant structure.
Keywords:Johnson-Lindenstrauss lemma  Circulant matrix  Discrete Fourier transform  Singular value decomposition
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