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We introduce co-occurring directions sketching, a deterministic algorithm forapproximate matrix product (AMM), in the streaming model. We show thatco-occuring directions achieves a better error bound for AMM than otherrandomized and deterministic approaches for AMM. Co-occurring directions givesa $1 + \epsilon$ -approximation of the optimal low rank approximation of amatrix product. Empirically our algorithm outperforms competing methods forAMM, for a small sketch size. We validate empirically our theoretical findingsand algorithms

Co-Occuring Directions Sketching for Approximate Matrix Multiply