Even Simpler Deterministic Matrix Sketching
Edo Liberty

TL;DR
This paper introduces a simplified proof for the Frequent Directions matrix sketching method, focusing on sketching the covariance matrix instead of the data stream, making the proof more straightforward.
Contribution
It offers a one-line proof of Frequent Directions by shifting the focus to the covariance matrix, simplifying the understanding of the method.
Findings
Simplified proof of Frequent Directions
Focus on covariance matrix sketching
Enhanced theoretical understanding
Abstract
This paper provides a one-line proof of Frequent Directions (FD) for sketching streams of matrices. The simpler proof arises from sketching the covariance of the stream of matrices rather than the stream itself.
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Taxonomy
Topicsgraph theory and CDMA systems · Interactive and Immersive Displays · Cognitive and developmental aspects of mathematical skills
