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*Postponed - Date TBD* CMX Lunch Seminar

Wednesday, May 17, 2023
12:00pm to 1:00pm
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Annenberg 213
Doubly Noisy Linear Systems and the Kaczmarz Algorithm
Anna Ma, Assistant Professor of Mathematics, Department of Mathematics, University of California Irvine,

Large-scale linear systems, Ax=b, frequently arise in data science and scientific computing at massive scales, thus demanding effective iterative methods to solve them. Often, these systems are noisy due to operational errors or faulty data-collection processes. In the past decade, the randomized Kaczmarz algorithm (RK) was studied extensively as an efficient iterative solver for such systems. However, the convergence study of RK in the noisy regime is limited and considers measurement noise in the right-hand side vector, b. Unfortunately, that is not always the case, and the coefficient matrix A can also be noisy. In this talk, we motivate and discuss doubly noise linear systems and the performance of the Kaczmarz algorithm applied to such systems. The presented work is joint work with El Houcine Bergou, Soumia Boucherouite, Aritra Dutta, and Xin Li.

For more information, please contact Jolene Brink by phone at (626)395-2813 or by email at [email protected] or visit CMX Website.