Physical Sciences and Mathematics Commons^™

Novel Monte Carlo Methods For Large-Scale Linear Algebra Operations, Hao Ji

Computer Science Theses & Dissertations

Linear algebra operations play an important role in scientific computing and data analysis. With increasing data volume and complexity in the "Big Data" era, linear algebra operations are important tools to process massive datasets. On one hand, the advent of modern high-performance computing architectures with increasing computing power has greatly enhanced our capability to deal with a large volume of data. One the other hand, many classical, deterministic numerical linear algebra algorithms have difficulty to scale to handle large data sets.

Monte Carlo methods, which are based on statistical sampling, exhibit many attractive properties in dealing with large volume of …