Optimal sampling algorithms for block matrix multiplication

Chengmei Niu, Hanyu Li

Abstract: In this paper, we investigate the randomized algorithms for block matrix multiplication from random sampling perspective. Specifically, based on the A-optimal design criterion, we obtain the optimal sampling probabilities and sampling block sizes. To improve the practicability of the block sizes, two modified ones with less computation cost are provided. With respect to the second modified block size, we devise a two step algorithm. Moreover, the probability error bounds for the proposed algorithms are also given. Extensive numerical results show that our methods outperform the state-of-the-art ones given in the literature.