Student Probability Seminar

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Random Matrix Theory in Numerical Linear Algebra

Speaker: Edward Zeng, NYU Courant

Location: Warren Weaver Hall 201

Date: Wednesday, February 14, 2024, 12:15 p.m.

Synopsis:

Some matrices are easy to invert or diagonalize, and some are not. However, such issues go away if we first add a small perturbation. We will go over what this means and present a proof.