Tata Institute of Fundamental Research

Randomized Algorithms in Linear Algebra

STCS Colloquium
Speaker: Ravi Kannan (Microsoft Research India Bangalore)
Date: Wednesday, 6 Jun 2018, 17:00 to 18:00
Venue: AG-66 (Lecture Theatre)

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Abstract:  A small random sample of rows/columns of any matrix is a decent proxy for the matrix, provided sampling probabilities are proportional to squared lengths. Since the early theorems on this from the 90's, there has been a substantial body of work using sampling (with more sophisticated probabilities) to reduce matrix sizes for Linear Algebra computations.The talk will describe theorems, applications and challenges in the area.