Randomized Numerical Linear Algebra - Overview

Randomized Numerical Linear Algebra - Overview

Simons Institute via YouTube Direct link

Intro

1 of 18

1 of 18

Intro

Class Central Classrooms beta

YouTube videos curated by Class Central.

Classroom Contents

Randomized Numerical Linear Algebra - Overview

Automatically move to the next video in the Classroom when playback concludes

  1. 1 Intro
  2. 2 Why RandNLA?
  3. 3 RandNLA in a slide
  4. 4 Interplay
  5. 5 RandNLA: Column/row sampling
  6. 6 Approximating AAT by CCT
  7. 7 The algorithm (matrix notation, cont'd)
  8. 8 Error bounds: Frobenius norm
  9. 9 Error bounds: spectral norm
  10. 10 Least-squares problems
  11. 11 Algorithm: Sampling for La regression
  12. 12 Leverage scores: tall & thin matrices
  13. 13 Computing leverage scores
  14. 14 RandNLA for SVD: early approaches
  15. 15 RandNLA for SVD: subspace iteration
  16. 16 RandNLA for SVD: Krylov subspace
  17. 17 Element-wise sampling: overview
  18. 18 Element-wise leverage scores

Never Stop Learning.

Get personalized course recommendations, track subjects and courses with reminders, and more.

Someone learning on their laptop while sitting on the floor.