Graduate Seminar "Aktuelle Themen der Numerik"
Thursday, Nov 06, 2014, 02:00 pm
Classification Algorithms using Adaptive Partitioning
Prof. Wolfgang Hackbusch (MPI Leipzig)
The best approximation of a matrix by a low-rank matrix can be obtained by the
singular value decomposition. For large-sized matrices this approach is too
costly. Instead one may use a block decomposition. Approximating the smaller
block matrices by low-rank matrices and agglomerating them into a new, coarser
block decomposition, one obtains a recursive method. The required computation
work is O(rnm) where r is the desired rank and n\times m is the size of the
matrix. New estimates are presented for the errors A-B and M-A,
where A is the result of the recursive truncation applied to M,
while B is the best approximation.
Time: 02:00 pm
Location: Room 149, Hauptgebäude, RWTH Aachen, Templergraben 55, 52056 Aachen