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Ben Daniel, NC State, Analyzing a Randomized Algorithm for Rank-Revealing QR Factorizations
September 27, 2021 | 3:00 pm - 4:00 pm EDT
A rank-revealing QR factorization (RRQR) of an mxn matrix A can be an efficient alternative to the singular value decomposition. Given 1≤k<n, the problem of computing an RRQR is selecting k linearly independent columns of A. In this talk, we discuss the RRQR and present an efficient two-staged randomized algorithm to compute one. We analyze this algorithm in detail and provide numerical results to demonstrate its effectiveness.
Zoom link: https://ncsu.zoom.us/j/
Meeting ID: 931 9616 5000
Passcode: 469405