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RANDOMIZED NUMERICAL LINEAR ALGEBRA APPROACHES FOR APPROXIMATING MATRIX FUNCTIONSEvgenia-Maria Kontopoulou (9179300) 28 July 2020 (has links)
<p>This work explores how randomization can be exploited to deliver sophisticated</p><p>algorithms with provable bounds for: (i) The approximation of matrix functions, such</p><p>as the log-determinant and the Von-Neumann entropy; and (ii) The low-rank approximation</p><p>of matrices. Our algorithms are inspired by recent advances in Randomized</p><p>Numerical Linear Algebra (RandNLA), an interdisciplinary research area that exploits</p><p>randomization as a computational resource to develop improved algorithms for</p><p>large-scale linear algebra problems. The main goal of this work is to encourage the</p><p>practical use of RandNLA approaches to solve Big Data bottlenecks at industrial</p><p>level. Our extensive evaluation tests are complemented by a thorough theoretical</p><p>analysis that proves the accuracy of the proposed algorithms and highlights their</p><p>scalability as the volume of data increases. Finally, the low computational time and</p><p>memory consumption, combined with simple implementation schemes that can easily</p><p>be extended in parallel and distributed environments, render our algorithms suitable</p><p>for use in the development of highly efficient real-world software.</p>
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