Randomized algorithms for large scale linear algebra
Speaker: Per-Gunnar J Martinsson, University of Texas at Austin
Location: Warren Weaver Hall 1302
Date: Monday, September 23, 2019, 3:45 p.m.
The task of solving large scale linear algebraic problems such as factorizing matrices or solving linear systems is of central importance in many areas of scientific computing, as well as in data analysis and computational statistics. The talk will describe how randomization can be used to design algorithms that in many environments have both better asymptotic complexities and better practical speed than standard deterministic methods.