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RandNLA + Examples

Randomized Numerical Linear Algebra with Examples

3 Exact Factorization

4 Linear Regression

5 Low-Rank Approximation

6 Trace Estimation

7 Sampling-Based Methods

CUR Decomposition

\vec{A} \langle \vec{\Omega}\rangle := \vec{A}\vec{\Omega} ( \vec{\Omega}^\T\vec{A}\vec{\Omega})^+ \vec{\Omega}^\T\vec{A}.

Randomized Numerical Linear Algebra with Examples

Low-rank approximation

Randomized Numerical Linear Algebra with Examples

Randomly Pivoted Cholesky