[talks] Topic Change: Colloquium Speaker: Joel Tropp, Tuesday, March 29- 12:30pm
Nicole E. Wagenblast
nwagenbl at CS.Princeton.EDU
Mon Mar 28 10:04:38 EDT 2016
Joel Tropp, California Institute of Technology
Tuesday, March 29, 12:30pm
Computer Science 105
Finding structure with randomness
Computer scientists have long known that randomness can be used to improve the performance of algorithms. A familiar application is the process of dimension reduction, in which a random map transports data from a high-dimensional space to a lower-dimensional space while approximately preserving some geometric properties. By operating with the compact representation of the data, it is possible to produce approximate solutions to certain large problems very efficiently.
It has been observed that dimension reduction has powerful applications in numerical linear algebra and numerical analysis. This talk will discuss randomized techniques for constructing standard matrix factorizations, such as the truncated singular value decomposition. In practice, the algorithms are so effective that they compete with—or even outperform—classical algorithms. These methods are already making a significant impact in large-scale scientific computing and learning systems.
Joint work with P.-G. Martinsson and N. Halko.
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