Low-rank approximation techniques have become a key tool in scientific computing to deal with large-scale problems and high-dimensional data. This course covers state-of-the-art algorithms and current research in this area. The course aims at covering the following topics:
- Theoretical background of low-rank matrix approximation
- Subspace iteration
- Randomized low-rank approximation
- Low-rank approximation by deterministic column/row selection
- Low-rank approximation by randomized sampling
- Basic introduction to tensors
- Tensor rank, CP, Tucker, and TT decompositions of tensors
- Alternating least-squares algorithms
- Introduction to low-rank matrix and tensor manifolds
- Selected other topics
The first lecture and exercise will be on Thursday, September 17.
- Lectures: Thursdays, 10h15 – 12h00, room MAA330
- Exercises: Thursdays, 15h15 – 17h00, room MAA112
- Zoom room for lectures and exercises: https://epfl.zoom.us/j/94964817896
- Please register on the Moodle page if you plan to attend the lectures.
Numerical Analysis, Linear Algebra, knowledge of MATLAB, Julia, Python, or similar programming language
Slides from the lectures will appear here.
Click here for the lecture videos and a preliminary draft of the lecture notes (the password is on Moodle).