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612-822-4611
Sketching as a Tool for Numerical Linear Algebra

Sketching as a Tool for Numerical Linear Algebra

Paperback

Series: Foundations and Trends(r) in Theoretical Computer Science, Book 28

AlgebraGeneral Computers

Currently unavailable to order

ISBN10: 168083004X
ISBN13: 9781680830040
Publisher: Now Publishers
Published: Oct 29 2014
Pages: 176
Weight: 0.56
Height: 0.38 Width: 6.14 Depth: 9.21
Language: English
Sketching as a Tool for Numerical Linear Algebra highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compressed it to a much smaller matrix by multiplying it by a (usually) random matrix with certain properties. Much of the expensive computation can then be performed on the smaller matrix, thereby accelerating the solution for the original problem. Sketching as a Tool for Numerical Linear Algebra considers least squares as well as robust regression problems, low rank approximation, and graph sparsification. It also discusses a number of variants of these problems. It concludes by discussing the limitations of sketching methods and briefly looking at some open questions. Sketching as a Tool for Numerical Linear Algebra is an ideal primer for researchers and students of theoretical computer science interested in how sketching techniques can be used to speed up numerical linear algebra applications.

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