Computational Mathematics, Department of Mathematical Sciences
Chalmers University of Technology and University of Gothenburg

Computational and Applied Mathematics (CAM) Seminar

The seminar usually meets on Wednesdays 13.15-14.15 in room MV:L14.

Next seminar:

Wednesday May 23, 13.15-14.15, room MV:L14
P.-G. Martinsson, Boulder
"Randomized algorithms for very large-scale linear algebra"

Abstract:
Low-rank matrix approximations, such as partial spectral decompositions, play a central role in data analysis and scientific computing. The talk will describe a set of recently developed randomized algorithms for computing such approximations. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. In particular, these techniques offer a route toward principal component analysis (PCA) for petascale data.

The algorithms described are supported by a rigorous mathematical analysis that exploits recent work in random matrix theory. The talk will briefly review some of the key techniques involved.

Spring Term 2012

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