PCMI summer school lectures:

Randomized algorithms for matrix computations and analysis of high dimensional data

Lecturer: Per-Gunnar Martinsson (Univ. of Colorado at Boulder)
TA: Nathan Heavner (Univ. of Colorado at Boulder)

This wepage is set up to provide convenient links to supplementary material for a series of three lectures and three problem solving sessions that formed a part of the PCMI program The Mathematics of Data, held in Midway, Utah, in July 2016.

The lectures will be self-contained, and will in principle assume only knowledge of basic material on linear algebra and probability theory. Some prior experience with numerical analysis would be helpful, but is far from necessary.

Research support by:

P.G. Martinsson, July 2016