Subspace embedding from Johnson-Lindenstrauss
Subspace embedding from JL
Let be a -dimensional linear subspace in . If is chosen from any distribution satisfying the Distributional JL Lemma, then with probability ,
for all , as long as .[1]
Corollary
If we choose and properly scale, then with rows,
#incomplete
Itβs possible to obtain a slightly tighter bound of β©οΈ