Randomized Numerical Linear Algebra
Video · 48 min · Sep 16, 2013
Petros Drineas, Rensselaer Polytechnic Institute
Randomized methods for joint eigenvalue problems
Computational Mathematics, Linear Algebra and seminar by Daniel Kressner, École Polytechnique Fédérale de Lausanne
Hosted by Institute for Computational and Experimental Research in Mathematics (ICERM), Brown University
Wednesday 10:30 New York (GMT-5)
Recording available
Providence, United States · In person
Abstract
Daniel Kressner surveys randomized algorithms for joint eigenvalue problems: finding common eigenvectors and their eigenvalues across a family of matrices. The talk covers algorithm development and analysis, with examples from signal processing and multivariate root finding. Joint work with Haoze He and Bor Plestenjak.
Topics
randomized algorithms