We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform. We provide a novel analysis that significantly improves previous approximation bounds.
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We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform. We provide a novel analysis that significantly improves previous approximation bounds.