Applied Linear Algebra: Randomized Linear Algebra

WEB: faculty.washin...
This lecture focuses on the use of random projections for producing matrix decompositions, thus introducing the concept of randomized linear algebra.

[@VIVEKPANDEYIITB]

The website of the course only has 2 lectures. Anyone has link to the third?

[@andreizelenco4164]

Amazing lecture. A bit confused about the size of the tall vector made by a 4k image at min 6.31 4096*4096*3 ! = 24 mil

[@jimlbeaver]

Fantastic stuff...thanks for being patient during the explanation. nice job

[@kpmooney]

When generating the omega vectors, do you normalize them to be of unit length? Thanks.

[@anlonburke2885]

I believe what he is talking about is taken from "Nathan Halko, Per-Gunnar Martinsson, and Joel A Tropp. Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions. SIAM review, 53(2):217-288, 2011." There is also an arxiv.org version of this paper (arxiv.org/abs/0909.4061).

[@mildlyacidic]

29:05
Mind = blown