RANDOMIZED NUMERICAL LINEAR ALGEBRA APPROACHES FOR APPROXIMATING MATRIX FUNCTIONS
This work explores how randomization can be exploited to deliver sophisticated
algorithms with provable bounds for: (i) The approximation of matrix functions, such
as the log-determinant and the Von-Neumann entropy; and (ii) The low-rank approximation
of matrices. Our algorithms are inspired by recent advances in Randomized
Numerical Linear Algebra (RandNLA), an interdisciplinary research area that exploits
randomization as a computational resource to develop improved algorithms for
large-scale linear algebra problems. The main goal of this work is to encourage the
practical use of RandNLA approaches to solve Big Data bottlenecks at industrial
level. Our extensive evaluation tests are complemented by a thorough theoretical
analysis that proves the accuracy of the proposed algorithms and highlights their
scalability as the volume of data increases. Finally, the low computational time and
memory consumption, combined with simple implementation schemes that can easily
be extended in parallel and distributed environments, render our algorithms suitable
for use in the development of highly efficient real-world software.
Funding
III: Small: Fast and Efficient Algorithms for Matrix Decompositions and Applications to Human Genetics
Directorate for Computer & Information Science & Engineering
Find out more...BIGDATA: F: DKA: Collaborative Research: Randomized Numerical Linear Algebra (RandNLA) for multi-linear and non-linear data
Directorate for Computer & Information Science & Engineering
Find out more...BIGDATA: F: DKA: Collaborative Research: Randomized Numerical Linear Algebra (RandNLA) for multi-linear and non-linear data
Directorate for Computer & Information Science & Engineering
Find out more...III: Medium: Mining petabytes of data using cloud computing and a massively parallel cyberinstrument
Directorate for Computer & Information Science & Engineering
Find out more...History
Degree Type
- Doctor of Philosophy
Department
- Computer Science
Campus location
- West Lafayette