CAAM 651: Topics in Numerical Linear AlgebraRandomized Matrix AlgorithmsFall 2013 · Rice University 
Meetings:  Thursdays 45:30pm, Duncan Hall 1046 
Instructors: 
Mark Embree (embree@rice.edu),
Duncan Hall 3019, (713) 3486160 Office hours: Tuesday 24pm (DCH 3092), Friday 1pm2pm (DCH 3019), or by appointment. Dan Sorensen (sorensen@rice.edu), Duncan Hall 2035, (713) 3485193 Office hours: by appointment. 
Syllabus:  syllabus.pdf 
Key References: 
Throughout the semester we will be working from these two key references.

Lecture 3: 19 Sep 
The norm of the mismatch of a random projection: probabilistic bounds (Thm 10.5)

Lecture 2: 12 Sep 
The norm of the mismatch of a random projection: deterministic bound (Thm 9.1)

Lecture 1: 5 Sep 
Overview of randomized matrix algorithms Application to principal orthogonal decompositions (POD) and approximate Gramians
