## Is this a kind of “sketching”?

Say one is given a matrix (assume real and symmetric if necessary) and its n−dimensional columns be say v1,v2,..,vn. Now is it possible to find a set of d<n lower dimensional vectors (w1,..,wd) such that they form a d×d matrix B (assume real and symmetric) with either of these properties, That the d eigenvalues of … Read more