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Math Colloquium: Arthur Szlam, "Low rank and block low rank matrix approximation"

Arthur Szlam (Courant Institute)
When May 03, 2011
from 01:00 PM to 01:50 PM
Where NAC 1/511E
Contact Name
Contact Phone 2126505149
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Abstract: I will start by discussing the problem of finding a low rank approximation to a (perhaps large) matrix. I will describe a fast and provably accurate randomized method. I will then turn to ongoing work on simultaneously clustering the columns of the matrix into (not so many) blocks and finding a low rank approximation to each block.