# scipy.linalg.clarkson_woodruff_transform

scipy.linalg.clarkson_woodruff_transform(input_matrix, sketch_size, seed=None)

  Applies a Clarkson-Woodruff Transform/sketch to the input matrix.

  Given an input_matrix `A` of size `(n, d)`, compute a matrix `A'` of size (sketch_size, d) so that

  \[\|Ax\| \approx \|A'x\|\]

  with high probability via the Clarkson-Woodruff Transform, otherwise known as the CountSketch matrix.

  Parameters:
    input_matrix array_like

      Input matrix, of shape `(n, d)`.

    sketch_size int

      Number of rows for the sketch.

    seed{None, int, `numpy.random.Generator`, `numpy.random.RandomState`}, optional

      If seed is None (or np.random), the `numpy.random.RandomState` singleton is used. If seed is an int, a new `RandomState` instance is used, seeded with seed. If seed is already a `Generator` or `RandomState` instance then that instance is used.

  Returns:
    A’array_like

      Sketch of the input matrix `A`, of size `(sketch_size, d)`.

  Notes

  To make the statement

  \[\|Ax\| \approx \|A'x\|\]

  precise, observe the following result which is adapted from the proof of Theorem 14 of [2] via Markov’s Inequality. If we have a sketch size `sketch_size=k` which is at least

  \[k \geq \frac{2}{\epsilon^2\delta}\]

  Then for any fixed vector `x`,

  \[\|Ax\| = (1\pm\epsilon)\|A'x\|\]

  with probability at least one minus delta.

  This implementation takes advantage of sparsity: computing a sketch takes time proportional to `A.nnz`. Data `A` which is in `scipy.sparse.csc_matrix` format gives the quickest computation time for sparse input.

      >>> import numpy as np
      >>> from scipy import linalg
      >>> from scipy import sparse
      >>> rng = np.random.default_rng()
      >>> n_rows, n_columns, density, sketch_n_rows = 15000, 100, 0.01, 200
      >>> A = sparse.rand(n_rows, n_columns, density=density, format='csc')
      >>> B = sparse.rand(n_rows, n_columns, density=density, format='csr')
      >>> C = sparse.rand(n_rows, n_columns, density=density, format='coo')
      >>> D = rng.standard_normal((n_rows, n_columns))
      >>> SA = linalg.clarkson_woodruff_transform(A, sketch_n_rows) # fastest
      >>> SB = linalg.clarkson_woodruff_transform(B, sketch_n_rows) # fast
      >>> SC = linalg.clarkson_woodruff_transform(C, sketch_n_rows) # slower
      >>> SD = linalg.clarkson_woodruff_transform(D, sketch_n_rows) # slowest

  That said, this method does perform well on dense inputs, just slower on a relative scale.

  References

  [1]

  Kenneth L. Clarkson and David P. Woodruff. Low rank approximation and regression in input sparsity time. In STOC, 2013.

  [2]

  David P. Woodruff. Sketching as a tool for numerical linear algebra. In Foundations and Trends in Theoretical Computer Science, 2014.

  Examples

  Create a big dense matrix `A` for the example:

      >>> import numpy as np
      >>> from scipy import linalg
      >>> n_rows, n_columns  = 15000, 100
      >>> rng = np.random.default_rng()
      >>> A = rng.standard_normal((n_rows, n_columns))

  Apply the transform to create a new matrix with 200 rows:

      >>> sketch_n_rows = 200
      >>> sketch = linalg.clarkson_woodruff_transform(A, sketch_n_rows, seed=rng)
      >>> sketch.shape
      (200, 100)

  Now with high probability, the true norm is close to the sketched norm in absolute value.

      >>> linalg.norm(A)
      1224.2812927123198
      >>> linalg.norm(sketch)
      1226.518328407333

  Similarly, applying our sketch preserves the solution to a linear regression of \(\min \|Ax - b\|\).

      >>> b = rng.standard_normal(n_rows)
      >>> x = linalg.lstsq(A, b)[0]
      >>> Ab = np.hstack((A, b.reshape(-1, 1)))
      >>> SAb = linalg.clarkson_woodruff_transform(Ab, sketch_n_rows, seed=rng)
      >>> SA, Sb = SAb[:, :-1], SAb[:, -1]
      >>> x_sketched = linalg.lstsq(SA, Sb)[0]

  As with the matrix norm example, `linalg.norm(A @ x - b)` is close to `linalg.norm(A @ x_sketched - b)` with high probability.

      >>> linalg.norm(A @ x - b)
      122.83242365433877
      >>> linalg.norm(A @ x_sketched - b)
      166.58473879945151