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STOR Colloquium: Ilse Ipsen, North Carolina State University

April 17, 2017 @ 3:30 pm - 4:30 pm

Ilse Ipsen

North Carolina State University

Randomized Algorithms for Matrix Computations

 

The emergence of massive data sets, over the past fifteen or so years, has led to the development of Randomized Numerical Linear Algebra. Fast and accurate randomized matrix algorithms are being designed for applications like machine learning, population genomics, astronomy, nuclear engineering, and optimal experimental design.

We give a flavour of randomized algorithms for the solution of least squares/regression problems and, if time permits, for the computation of logdeterminants. Along the way we illustrate important concepts from numerical analysis (conditioning and pre-conditioning) and statistics (sampling and leverage scores).

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Details

Date:
April 17, 2017
Time:
3:30 pm - 4:30 pm
Event Category:

Venue

Hanes Hall