NumPI June 2024

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[Indico] Taejun Park, A low-rank approximation of parameter-dependent matrices via CUR decomposition, 13/06/2024, 11:00 Europe/Rome
by leonardo.robol＠unipi.it 11 Jun '24

11 Jun '24

Title: A low-rank approximation of parameter-dependent matrices via CUR decomposition, Speaker(s): Taejun Park, University of Oxford, Date and time: 13 Jun 2024, 11:00 (Europe/Rome), Lecture series: Seminar on Numerical Analysis, Venue: Dipartimento di Matematica (Sala Riunioni). You can access the full event here: https://events.dm.unipi.it/e/285 Abstract -------- Finding a low-rank approximation for parameter-dependent matrices $A(t)$ is an important task appearing in dynamical systems and image series compression. In this talk, we present an efficient randomized algorithm that computes a low-rank approximation of $A(t)$ at finite specified parameter values using the CUR decomposition. The key idea lies in reusing the same or a similar set of column and row indices for the CUR decomposition at nearby parameter values. The resulting algorithm is rank-adaptive, certifiable and has complexity that compares favorably to existing methods. This is joint work with Yuji Nakatsukasa. -- Indico :: Email Notifier https://events.dm.unipi.it/e/285

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NumPI June 2024