Masterclass: Sketching as a Tool for Numerical Linear Algebra
Date: 30 January 2017
Time: 13:30 – 16:30
Watch the live stream here: bit.ly/TuringLive
Recordings will be made available on our YouTube channel following the event.
David Woodruff (IBM) will highlight recent advances in algorithms for numerical linear algebra that come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a random matrix with certain properties. Much of the expensive computation can then be performed on the smaller matrix, thereby accelerating the solution for the original problem. He’ll focus on regression, and time-permitting, low rank approximation.
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