
Sketching as a Tool for Numerical Linear Algebra
David P. Woodruff(Author)
now publishers Inc
1st Edition
Published on 29. October 2014
Book
Paperback/Softback
176 pages
978-1-68083-004-0 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Hanover
United States
Target group
College/higher education
Dimensions
Height: 234 mm
Width: 156 mm
Thickness: 10 mm
Weight
257 gr
ISBN-13
978-1-68083-004-0 (9781680830040)
DOI
10.1561/0400000060
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Schweitzer Classification
Content
1: Introduction 2: Subspace Embeddings and Least Squares Regression 3: Least Absolute Deviation Regression 4: Low Rank Approximation 5: Graph Sparsification 6: Sketching Lower Bounds for Linear Algebra 7: Open Problems. Acknowledgements. References