no code implementations • 25 Oct 2022 • Yuejiang Li, Hong Vicky Zhao, Gene Cheung
To minimize worst-case reconstruction error of the linear system solution $\mathbf{x}^* = \mathbf{C}^{-1} \mathbf{H}^\top \mathbf{y}$ with symmetric coefficient matrix $\mathbf{C} = \mathbf{H}^\top \mathbf{H} + \mu \mathbf{L}_{rw}^\top \mathbf{L}_{rw}$, the sampling objective is to choose $\mathbf{H}$ to maximize the smallest eigenvalue $\lambda_{\min}(\mathbf{C})$ of $\mathbf{C}$.