Talks
Spring 2020

Randomized Algorithms in Linear Algebra

Tuesday, Feb. 25, 2020 10:45 am11:15 am PST

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Speaker: 

Ravi Kannan (Microsoft Research India)

Location: 

Calvin Lab Auditorium

A small random sample of rows/columns of any matrix is a decent proxy for the matrix, provided sampling probabilities are proportional to squared lengths. Since the early theorems on this from the 90’s, there has been a substantial body of work using sampling (random projections and probabil-ties based on leverage scores are two examples) to reduce matrix sizes for Linear Algebra computations. The talk will describe theorems, applications and challenges in the area.

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PDF icon Ravi Kannan Slides452.83 KB