An Introduction to Randomised Numerical Linear Algebra


An Introduction to Randomised Numerical Linear Algebra

Evan Williams Theatre
Peter Hall
Monash Road


More information

T: 48543

Matrices have extensive applications in applied mathematics, statistics and computer science. Motivated by technological developments that generate extremely large scientific datasets, there have been exciting developments in the theory and practice of matrix algorithms. Randomised Numerical Linear Algebra (RandNLA) is an interdisciplinary research area that exploits randomisation as a computational resource to develop improved algorithms for large-scale linear algebra problems. Both theoretical and empirical experiments reveal that RandNLA promises a sound algorithmic and statistical foundation for modern largescale data analysis in statistics, optimisation and machine learning.


  • Dr Asef  Nazari
    Dr Asef Nazari , Senior lecturer
  • Dr Ali Eshragh
    Dr Ali Eshragh, Senior Lecturer