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任志茹 副教授:Randomized Algorithms for Generalized Singular Value Decomposition and Its Applications

本站小编 Free考研考试/2021-12-26



Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker: 任志茹 副教授,中央财经大学统计与数学学院
Inviter: 白中治 研究员
Title:
Randomized Algorithms for Generalized Singular Value Decomposition and Its Applications
Time & Venue:
2021.10.02 10:00-11:00 南楼702教室
Abstract:
In this talk, I will introduce some randomized algorithms for generalized singular value decomposition. The deterministic error and the probabilistic error analysis are considered, which provide insight into the accuracy of these randomized algorithms and the choice of the algorithmic parameters. In addition, I will also introduce a few applications of these randomized algorithms.

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