Fall 2022: Randomized Numercial Linear Algebra

Time and Location: Wednesday 8AM - 10AM in Major William 334

Matrix Multiplication

1. Sam Bender: Lectures on Randomized Numerical Linear Algebra, Notes, Code

2. Cankat Tilki and Yichen Guo: Randomized Approximation of the Gram Matrix: Exact Computation and Probabilitic Bounds 

Least Squares problem

1. Linus Balicki: Lectures on Randomized Numerical Linear Algebra, Notes, Code 

2. Sam Bender: Blendenpik: Supercharging LAPACK's Least-Squares Solver, Notes

3. Yichen Guo: LSRN: A Parallel Iterative Solver for Strongly Over or Underdetermined Systems, Notes

Matrix Decomposition

1. Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions  presented by Ning Wan (Chp 4 and 5), Yichen Guo (Chp 9 Notes), Sean Reiter (Chp 10) and Linus Balicki (Chp 11 Notes)

2. Cankat Tilki: Randomized Subspace Iteration: Analysis of Canonical angles and Unitarily Invariant Norms

3. Sam Bender: Randomized Algorithms for Generalized Singular Value Decomposition with Application to Sensitivity Analysis, Notes

We appreciate Dr. Miedlar for suggestions on papers.