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added implementation for paper Approximate_Weighted_C_R_Coded_Matrix_…#15

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TONYSKYZENG merged 2 commits into
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yuhao-weightedCR
May 22, 2023
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added implementation for paper Approximate_Weighted_C_R_Coded_Matrix_…#15
TONYSKYZENG merged 2 commits into
mainfrom
yuhao-weightedCR

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Algorithm Idea:

  1. sampling from probability distribution proportional to norm(A.T[i])*norm(B[i]), which shown in the paper has the lowest variance compared to other probability distributions
  2. approximate matrix multiplication by ASD(SD)^TB

Simple Experiment Results
image

  • CR: algorithm of paper FAST MONTE CARLO ALGORITHMS FOR MATRICES I: APPROXIMATING MATRIX MULTIPLICATION
  • weighted_CR: algorithm of paper Approximate_Weighted_C_R_Coded_Matrix_Multiplication
    Can see that weighted_CR is faster than CR, and equally accurate as CR

Some Incomplete Notes: https://pond-waitress-8b9.notion.site/APPROXIMATE-WEIGHTED-CR-CODED-MATRIX-MULTIPLICATION-144e9751fffd4ac48a07fa5fb3476707

@TONYSKYZENG
TONYSKYZENG merged commit ba3d35c into main May 22, 2023
@ShuhaoZhangTony
ShuhaoZhangTony deleted the yuhao-weightedCR branch May 22, 2023 11:24
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