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Published July 15, 2019 | Accepted Version
Teaching Resource Open

Matrix Concentration & Computational Linear Algebra

  • 1. ROR icon California Institute of Technology

Abstract

These lecture notes were written to support the short course Matrix Concentration & Computational Linear Algebra delivered by the author at École Normale Supérieure in Paris from 1–5 July 2019 as part of the summer school "High-dimensional probability and algorithms." The aim of this course is to present some practical computational applications of matrix concentration.

Additional Information

© 2019 Joel A. Tropp. Short course at École Normale Supérieure, Paris, July 2019. Typeset on July 15, 2019. Typeset on February 23, 2021. The summer school "High-dimensional probability and algorithms" was funded by Université PSL and CNRS. I would like to thank the organizers, Claire Boyer, Djalil Chafaï, and Joseph Lehec, for an engaging week. Additional funding for my research and this course was provided by ONR Awards N00014-17-12146 and N00014-18-12363.

Attached Files

Accepted Version - Tro19-Matrix-Concentration-LN-corr.pdf

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Additional details

Created:
August 19, 2023
Modified:
February 27, 2024