CAM & DSI Joint Colloquium: Per-Gunnar Martinsson

PER-GUNNAR MARTINSSON, Department of Mathematics and the Oden Institute, University of Texas at Austin.

“Randomized Algorithms for Linear Algebraic Computations”

The talk will describe how randomized algorithms can effectively, accurately, and reliably solve linear algebraic problems that are omnipresent in scientific computing and in data analysis. We will focus on techniques for low rank approximation, since these methods are particularly simple and powerful. The talk will also briefly survey a number of other randomized algorithms for tasks such as solving linear systems, estimating matrix norms, and computing full matrix factorizations.

For further information, to schedule a meeting, and inquiries about building access for persons with disabilities, please email Jonathan Rodriguez at jgrodriguez@uchicago.edu.