PIMS UManitoba Distinguished Lecture: Ilse C.F. Ipsen

  • Date: 03/14/2019
  • Time: 04:00

Ilse C.F. Ipsen

Professor of MathematicsĀ 


University of Manitoba


An Introduction to Randomized Algorithms for Matrix Computations [video]


A video of this event is available on https://www.mathtube.org


The emergence of massive data sets, over the past twenty or so years, has led to the development of Randomized Numerical Linear Algebra. Fast and accurate randomized matrix algorithms are being designed for applications like machine learning, population genomics, astronomy, nuclear engineering, and optimal experimental design.


We give a flavour of randomized algorithms for the solution of least squares/regression problems. Along the way, we illustrate important concepts from numerical analysis (conditioning and pre-conditioning), probability (concentration inequalities), and statistics (sampling and leverage scores).

Abstracts / Downloads / Reports: 

Date of lecture: Thursday, March 14, 2019

Time: 4:00pm

Location: Robert B. Schultz Lecture Theatre, University of Manitoba