M. Gybels (LIF): Making Very Large-Scale Linear Algebraic Computations Possible Via Randomization

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Date/heure
Date(s) - 23/05/2013
14 h 00 min - 15 h 00 min

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Making Very Large-Scale Linear Algebraic Computations Possible Via Randomization.\nBy Mattias Gybels\, LIF.\n\nAbstract:\nBased on the paper « Finding stucture with randomness: Probabilistic algorithms for computing approximate matrix decompositions » by N. HALKO\, P. G. MARTINSSON and J. A. TROPP\, this presentation will try to make a quick overview on how to compute low-rank matrix approximations on truly massive data sets using randomized algorithms.


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