开课通知

 

计算机理论与软件研究所诚挚邀请到美国欧道明大学(Old Dominion University)大学Li, Yaohang教授来中南大学客座讲学。Li, Yaohang教授将面向研究生开设关于蒙特卡洛算法的课程。时间:717(周一,下午5-8节),720(周四,下午5-8节)。 地点:科北104。欢迎大家积极参加课程。

 

课程简介:

Title: Monte Carlo Methods for Numerical Linear Algebra and Their Applications

 

In the era of “big data,” numerical linear algebra operations related to large matrices are behind many applications, ranging from data mining to large-scale simulations and machine learning. The Monte Carlo methods, which are based on statistical sampling, exhibit many attractive properties, including fast approximated results, memory efficiency, reduced matrix element accesses, and intrinsic parallelism. As a result, there has been a recent increase of interest of using Monte Carlo methods to carry out computations on large matrices.

 

In this course, we will present Monte Carlo methods for approximating solutions for problems associated with large matrices, including singular value decompositions, extreme eigenvalues/eigenvectors, matrix-matrix multiplications, and linear systems. These Monte Carlo methods are characterized by fast solution approximation, reduced matrix elements visits, numerical stability, and scalability to modern parallel computing platforms. Applications in computational biology, image segmentation, sport simulation, and HPC fault detection are also discussed.