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Matrix Concentration & Computational Linear Algebra

Tropp, Joel A. (2019) Matrix Concentration & Computational Linear Algebra. [Teaching Resource] (Unpublished)

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These lecture notes were written to support the short course Matrix Concentration & Computational Linear Algebra delivered by the author at École Normale Supérieure in Paris from 1–5 July 2019 as part of the summer school “High-dimensional probability and algorithms.” The aim of this course is to present some practical computational applications of matrix concentration.

Item Type:Teaching Resource
Tropp, Joel A.0000-0003-1024-1791
Additional Information:© 2019 Joel A. Tropp. Short course at École Normale Supérieure, Paris, July 2019. Typeset on July 15, 2019. Typeset on February 23, 2021. The summer school “High-dimensional probability and algorithms” was funded by Université PSL and CNRS. I would like to thank the organizers, Claire Boyer, Djalil Chafaï, and Joseph Lehec, for an engaging week. Additional funding for my research and this course was provided by ONR Awards N00014-17-12146 and N00014-18-12363.
Group:Caltech CMS Lecture Notes
Funding AgencyGrant Number
Office of Naval Research (ONR)N00014-17-12146
Office of Naval Research (ONR)N00014-18-12363
Centre National de la Recherche Scientifique (CNRS)UNSPECIFIED
Series Name:Caltech CMS Lecture Notes
Issue or Number:2019-01
Record Number:CaltechAUTHORS:20190715-125341188
Persistent URL:
Official Citation:Joel A. Tropp, Matrix Concentration & Computational Linear Algebra, [Caltech CMS Lecture Notes 2019-01], Caltech, Pasadena, July 2019.
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:97150
Deposited By: George Porter
Deposited On:15 Jul 2019 20:01
Last Modified:26 Aug 2022 20:51

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