Athanasios C Antoulas

Algorithmic procedures for working with data have been developed by re-searchers from a wide range of areas. These include theoretical computer science (TCS), numerical linear algebra (NLA), statistics, applied mathematics, data analysis, machine learning, etc. As a consequence of the multi-disciplinarity of the area, researchers often fail to appreciate the underlying connections and the significance of contributions developed outside their own area. In this course, rather than focusing on technical details, we will focus on highlighting for a broad, basic linear-algebra-savvy audience, the simplicity and generality of some core linear algebraic ideas. In particular, we will focus on two fundamental and much used matrix problems which have been at the center of recent developments: (1) Least Squares approximation and (2) Low-Rank Matrix Approximation. A key tool for achieving this goal are randomized algorithms which originated in TCS. Cross-list: ELEC 506.

Algorithmic procedures for working with data have been developed by re-searchers from a wide range of areas. These include theoretical computer science (TCS), numerical linear algebra (NLA), statistics, applied mathematics, data analysis, machine learning, etc. As a consequence of the multi-disciplinarity of the area, researchers often fail to appreciate the underlying connections and the significance of contributions developed outside their own area. In this course, rather than focusing on technical details, we will focus on highlighting for a broad, basic linear-algebra-savvy audience, the simplicity and generality of some core linear algebraic ideas. In particular, we will focus on two fundamental and much used matrix problems which have been at the center of recent developments: (1) Least Squares approximation and (2) Low-Rank Matrix Approximation. A key tool for achieving this goal are randomized algorithms which originated in TCS. Cross-list: ELEC 406.

Repeatable for Credit.