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COMP_SCI 496: Randomized Algorithms in Linear Algebra and Scientific Computing


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Description

*Please note this will be a 0 credit 3-week course during the weeks of May 1-17. This course does not fulfill the Technical Elective area.

Overview: 

  • Success Stories for Randomized Methods;
  • Review of Statistics and Probability, including union bounds, non-asymptotic statistics
  • Review of Matrix Factorization and related concepts; Stochastic Rounding and Applications
  • Randomized Range Finder and Applications
  • More Randomization in Matrix Factorization
  • Johnson-Lindenstrauss Transforms (JLT) and Structured Variants; Randomized Least Squares
  • Randomization Applications in Optimization

REFERENCE TEXTBOOKS: N/A
REQUIRED TEXTBOOK: N/A

COURSE COORDINATORS: Tammy Kolda

COURSE INSTRUCTOR: Tammy Kolda