The Department of Applied Mathematics is pleased to host this series of colloquium lectures, funded in part by a generous gift from the Boeing Company. This series will bring to campus prominent applied mathematicians from around the world.
Title: Randomized algorithms for linear algebraic computations
Abstract: The talk will describe how randomized algorithms can effectively, accurately, and reliably solve linear algebraic problems that are omnipresent in scientific computing and in data analysis. We will focus on techniques for low rank approximation, since these methods are particularly simple and powerful, and are well understood mathematically. The talk will also briefly survey a number of other randomized algorithms for tasks such as solving linear systems and least squares problems, estimating matrix norms, and computing full matrix factorizations.
Video: Watch the talk on YouTube