Randomized matrix computations: Themes and variations
CoRR(2024)
摘要
This short course offers a new perspective on randomized algorithms for
matrix computations. It explores the distinct ways in which probability can be
used to design algorithms for numerical linear algebra. Each design template is
illustrated by its application to several computational problems. This
treatment establishes conceptual foundations for randomized numerical linear
algebra, and it forges links between algorithms that may initially seem
unrelated.
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