Fall 2018

Randomized Numerical Linear Algebra: Overview

Monday, Sep. 24, 2018 9:30 am10:00 am

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Petros Drineas (Purdue University)

The introduction of randomization in the design and analysis of algorithms for matrix computations (such as matrix multiplication, least-squares regression, the Singular Value Decomposition (SVD), etc.) over the past 20 years provided a new paradigm and a complementary perspective to traditional numerical linear algebra approaches. These novel approaches were motivated by technological developments in many areas of scientific research that permit the automatic generation of large data sets, which are often modeled as matrices. In this talk, we will present a brief overview of Randomized Numerical Linear Algebra (RandNLA).