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Random sub-matrices of a given matrix

February 03, 2005 11:00 AM to 11:45 AM

Speakers:
Adelson, Edward

VMath - The Next Generation for Math Lectures on Streaming Video

Abstract:

The talk will discuss recent literature on randomized algorithms
for finding low-rank approximations to matrices. One typical result
says that we can get an get an approximation to any matrix from just a
random subset of rows and a random subset of columns [for a careful
choice of sampling probabilities], where the error is measured in the
standard norms.

Besides traditional numerical applications, many combinatorial
applications of low-rank approximations have been developed
recently. For graph problems, the matrices involved are the adjacency
matrices of graphs. Similar techniques have been used also for Boolean
Satisfiability and other Constraint satisfaction problems, where
instead of matrices, we have tensors in general and one does not
have recourse to Linear Algebra.

Lecture #10812

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