"Randomized Algorithms for Low-Rank Matrix Approximations"
Mar 10, 2021 Schedule:
- Virtual Tea Time
- 03:00 to 03:30 PM Eastern Time (US and Canada)
- Virtual Colloquium
- 03:30 to 04:30 PM Eastern Time (US and Canada)
In this talk, I will introduce an algorithm for iteratively embedding aggregate pieces of information from a matrix, A, to generate sequences of low-rank approximations that converge to a low-rank approximation of the matrix with probability one.