Abstract: We investigate the computational complexity of several basic linear algebra primitives, including largest eigenvector computation and linear regression, in the computational model that allows access to the data via a matrix-vector product oracle. We show that for polynomial accuracy, $\Theta(d)$ calls to the oracle are necessary and sufficient even for a randomized algorithm. \n\nOur lower bound is based on a reduction to estimating the least eigenvalue of a random Wishart matrix. This simple distribution enables a concise proof, leveraging a few key properties of the random Wishart ensemble.

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