Josh BeckmanIn matrix computations,

sketchingis really a synonym for (linear)dimensionality reduction. Suppose we are solving a problem involving one or more high-dimensional vectors or perhaps a tall matrix . A sketching matrix is a matrix where . When multiplied into a high-dimensional vector or tall matrix , the sketching matrix produces compressed or “sketched” versions and that are much smaller than the original vector and matrix .FROM:ethanepperly.comDoes Sketching Work?