Zhiru Ren, Associate Professor, School of Statistics and Mathematics, Central University of Finance and Economics

Zhongzhi Bai, Professor

Randomized Methods of Matrix Decompositions and Its Applications

11:00-12:00 October 1(Saturday), Tencent Meeting ID: 868-725-131

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital and widely used for data analysis, dimensionality reduction and data compression. Massive datasets, however, pose a computational challenge for traditional algorithms, placing significant constraints on both memory and processing power. Recently, the powerful concept of randomness has been introduced as a strategy to ease the computational load. In this talk, we will discuss randomized algorithms of some basic matrix decompositions and its applications.