Numerical Analysis Seminar

Date: November 20, 2019

Time: 3:00PM - 4:00PM

Location: BLOC 628

Speaker: Gunnar Martinsson, UT Austin

Title: Randomized algorithms for large scale linear algebra

Abstract: 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.