[BANANA] LAPACK seminar: last talk for 2006?

[Mark Hoemmen]

Greetings!

Please join us for what might be the last talk of this (calendar) year!

November 29
Speaker: Mark Tygert (Math Dept.,Yale)
Title: A randomized algorithm for approximating an SVD of a matrix

Abstract:
This talk will describe a robust, efficient randomized algorithm for computing
an approximation to a singular value decomposition (SVD) of a matrix A for
which A and its transpose may be applied rapidly to arbitrary vectors. Given
any positive integer k, the algorithm constructs a rank-k approximation whose
accuracy is of the same order as the accuracy of the best possible rank-k
approximation. The algorithm has a rather negligible probability of failure
(1e-17 is typical), and operates reliably independently of the structure of A
(unlike the classical Lanczos method for computing an approximation to an SVD
of a matrix A). The results will be illustrated via numerical examples.

              Math 290, Section 3, Fall 2006
              CS 298, Section 39,
        (Matrix Computations and Scientific Computing)


We meet WEDNESDAYS 11:10 - noon in Room 380 Soda Hall, Berkeley campus.
Coordinator is Prof. B.N.Parlett (parlett at math).
The program will be a mixture of research talks and tutorials.
The tutorials will provide a partial sequel to Math 221.

Hope to see you all there!

mfh