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Operations Research Seminar: Chao Chen, NC State, Efficient matrix computation for scientific computing and data analytics
Operations Research Seminar: Chao Chen, NC State, Efficient matrix computation for scientific computing and data analytics
Matrix computations are ubiquitous in scientific computing and data science. However, many existing methods consume enormous computational resources for solving increasingly large and complex problems. In this talk, I will describe my work on exploiting mathematical structures and hardware capabilities to accelerate matrix computations. I will focus on a randomized algorithm, namely RChol, for computing…