The machine learning consultancy:
“Randomization is arguably the most exciting and innovative idea to have hit linear algebra in a long time.“ - First line of the Blendenpik paper, H. Avron et al.
Follow up post:
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SOURCES
Source [1] is the paper that caused me to create this video. [3], [7] and [8] provided a broad and technical view of randomization as a strategy for NLA. [9] and [12] informed me about the history of NLA. [2], [4], [5], [6], [10], [11], [13] and [14] provide concrete algorithms demonstrating the utility of randomization.
[1] Murray et al. Randomized Numerical Linear Algebra. arXiv: 2023
[2] Melnichenko
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