Randomized Numerical Linear Algebra - Overview

Randomized Numerical Linear Algebra - Overview

Simons Institute via YouTube Direct link

Computing leverage scores

13 of 18

13 of 18

Computing leverage scores

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.