This article presents a new method to compute matrices from numerical simulations based on the ideas of sparse sampling and compressed sensing. The method is useful for problems where the determination of the entries of a matrix constitutes the computational bottleneck. We apply this new method to an important problem in computational chemistry: the determination of molecular vibrations from electronic structure calculations, where our results show that the overall scaling of the procedure can be improved in some cases. Moreover, our method provides a general framework for bootstrapping cheap low-accuracy calculations in order to reduce the required number of expensive high-accuracy calculations, resulting in a significant 3\(\times\) speed-up in actual calculations.