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LANS Seminar
October 11, 2023 @ 10:30 - 11:30 CDT
Seminar Title: An Introduction to Randomized Matrix Computations
Speaker: Ilse Ipsen, Distinguished Professor of Mathematics with an affiliate appointment in Statistics, NC State
Date/Time: October 11, 2023/ 10:30 AM-11:30 AM
Location: See meeting URL on the cels-seminars website which requires an Argonne login.
Host: Sven Leyffer
Description: We present a `user-friendly’ introduction to randomized matrix algorithms, with several case studies that focus on the ideas and intuition behind randomization.The concerted development of randomized matrix algorithms started in the theoretical Computer Science community in the nineteen-nineties. At first a purely theoretical enterprise, these algorithms have become practical to the point that they are being used by domain scientists; and general purpose software libraries, such as RandBLAS and RandLAPACK, are under development.Many randomized matrix algorithms reduce the problem dimension by replacing the original matrix with a lower-dimensional ‘sketch’. We illustrate this on the basic problem of matrix multiplication, and on the solution of least squares/regression problems. Along the way, we discuss sampling modalities, developments in high-dimensional probability (matrix concentration inequalities, matrix coherence), numerical issues (problem conditioning), and the analysis of the error due to randomization.This talk draws on work with current and former students Jocelyn Chi, John Holodnak, Arnel Smith, and Thomas Wentworth.
Bio: Ilse Ipsen received a Bachelor’s degree from the University of Kaiserslautern in Germany and a Ph.D. from Penn State, both in Computer Science. She taught Computer Science at Yale for 10 years, and is now a Distinguished Professor of Mathematics at NCState, with an affiliate appointment in Statistics. Her research interests include numerical linear algebra, randomized algorithms, and probabilistic numerics.Ilse Ipsen is the founding Editor-in-Chief of the SIAM Book Series on Data Science and serves on the editorial boards of SIAM Review, Numerische Mathematik, and Acta Numerica. She is a Fellow of the AAAS and SIAM.
Please note that the meeting URL for this event can be seen on the cels-seminars website, which requires an Argonne login.
See all upcoming talks at https://www.anl.gov/mcs/lans-seminars