Academics / Courses / DescriptionsCOMP_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