Lecture Notes on Randomized Linear Algebra

Overview & Synopsis

This note contains below topics, Approximating Matrix Multiplication, Scalar and Matrix Concentration, Concentration and Matrix Multiplication, Matrix Multiplication and Random Projections, Sampling and Projections for Least squares Approximation, Fast Random Projections and FJLT, Randomized Least squares Approximation in Practice, Additive error Low rank Matrix Approximation, Relative error Low rank Matrix Approximation, Randomized Low rank Approximation in Practice, Low rank Matrix Approximation with Element wise Sampling, Element wise Sampling and Matrix Completion, Element wise Sampling of Graphs and Linear Equation Solving.