Optimal Sketching for Kronecker Product Regression
and Low Rank Approximation
Huaian Diao Rajesh Jayaram Zhao Song Wen Sun§ David P. Woodruff
Abstract
We study the Kronecker product regression problem, in which the design matrix
is a Kronecker product of two or more matrices. Formally, given Ai ∈ Rni ×di
for i = 1, 2, . . . , q where ni di for each i, and b ∈ Rn1 n2 ···nq , let A =
A1 A2 · · · Aq . Then for p ∈ [1, 2], the ...


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