Image
statistics image

Probability Seminar: Average-case Gaussian elimination with partial pivoting

Summary
Konstantin Tikhomirov (Carnegie Mellon)
Sequoia 200
Jun
5
Date(s)
Content

Gaussian elimination with partial pivoting is a standard method of solving systems of linear equations. I will discuss some problems on the singular spectrum of structured random matrices which are related to average-case analysis of stability of the algorithm.

This is based on joint work with Han Huang