Search Mailing List Archives


Limit search to: Subject & Body Subject Author
Sort by: Reverse Sort
Limit to: All This Week Last Week This Month Last Month
Select Date Range     through    

[theory-seminar] [theory-lunch] Anna Ma -- Iterative methods

Hongyang Zhang hongyang at cs.stanford.edu
Wed Oct 25 10:09:53 PDT 2017


Hi Everyone

Anna Ma, who is visiting Berkeley this semester, will give a talk on
"Iterative methods for solving factorized linear systems" (see abstract
below).

As usual, we meet from 12:00pm to 1:00pm, at Gates 463A. See you all.

============================

Iterative methods for solving factorized linear systems

Abstract. Stochastic iterative algorithms such as the Kacmarz and
Gauss-Seidel methods have gained recent attention because of their speed,
simplicity, and the ability to approximately solve large-scale linear
systems of equations without needing to access the entire matrix. In this
work, we consider the setting where we wish to solve a linear system in a
large matrix X that is stored in a factorized form, X = U V ; this setting
either arises naturally in many applications or may be imposed when working
with large low- rank datasets for reasons of space required for storage. We
propose a variant of the randomized Kaczmarz method for such systems that
takes advantage of the factored form, and avoids computing X . We prove an
exponential convergence rate and supplement our theoretical guarantees with
experimental evidence demonstrating that the factored variant yields
significant acceleration in convergence.

 ============================

Best,
Hongyang

-- 
Hongyang Zhang (张泓洋)
cs.stanford.edu/people/hongyang/
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mailman.stanford.edu/pipermail/theory-seminar/attachments/20171025/5c12e609/attachment-0001.html>


More information about the theory-seminar mailing list