Physical Sciences and Mathematics Commons^™

Fast Algorithms On Random Matrices And Structured Matrices, Liang Zhao

Dissertations, Theses, and Capstone Projects

Randomization of matrix computations has become a hot research area in the big data era. Sampling with randomly generated matrices has enabled fast algorithms to perform well for some most fundamental problems of numerical algebra with probability close to 1. The dissertation develops a set of algorithms with random and structured matrices for the following applications: 1) We prove that using random sparse and structured sampling enables rank-r approximation of the average input matrix having numerical rank r. 2) We prove that Gaussian elimination with no pivoting (GENP) is numerically safe for the average nonsingular and well-conditioned matrix preprocessed with …