A subspace embedding method in \(L_2\) norm via fast Cauchy transform (Q1789882)

Summary: We propose a subspace embedding method via Fast Cauchy Transform (FCT) in \(L_2\) norm. It is motivated by and complements the work of the subspace embedding method in \(L_p\) norm, for all \(p\in[0,\infty]\) except \(p=2\), by \textit{K. L. Clarkson} et al. [SIAM J. Comput. 45, No. 3, 763--810 (2016; Zbl 1342.68352)]. Unlike the traditionally used orthogonal basis in Johnson-Lindenstrauss (JL) embedding, we employ the well-conditioned basis in \(L_2\) norm to obtain concentration property of FCT in \(L_2\) norm.