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Created page with "== Title == Sketching as a Tool for Numerical Linear Algebra == Speaker == David Woodruff == Abstract == I'll highlight recent advances in algorithms for numerical linear a..."
== Title ==
Sketching as a Tool for Numerical Linear Algebra
== Speaker ==
David Woodruff
== Abstract ==
I'll highlight recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given an n x d matrix A, one first compresses A to an m x d matrix S*A, where S is a certain m x n random matrix with m much less than n. Much of the expensive computation is then performed on S*A, thereby accelerating the solution for the original problem involving A. I'll discuss recent advances in least squares as well as robust regression, including least absolute deviation and M-estimators. I'll also discuss low rank approximation, and a number of variants of these problems.
Sketching as a Tool for Numerical Linear Algebra
== Speaker ==
David Woodruff
== Abstract ==
I'll highlight recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given an n x d matrix A, one first compresses A to an m x d matrix S*A, where S is a certain m x n random matrix with m much less than n. Much of the expensive computation is then performed on S*A, thereby accelerating the solution for the original problem involving A. I'll discuss recent advances in least squares as well as robust regression, including least absolute deviation and M-estimators. I'll also discuss low rank approximation, and a number of variants of these problems.