A variant of the Johnson-Lindenstrauss lemma for circulant matrices

preprint2010arXivOpen access

Abstract

We continue our study of the Johnson-Lindenstrauss lemma and its connection to circulant matrices started in \cite{HV}. We reduce the bound on kk from k=O(ε−2log⁡3n)k=O(ε^{-2}\log^3n) proven there to k=O(ε−2log⁡2n)k=O(ε^{-2}\log^2n). Our technique differs essentially from the one used in \cite{HV}. We employ the discrete Fourier transform and singular value decomposition to deal with the dependency caused by the circulant structure.

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