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Department of Mathematics,
University of California San Diego

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Math 278B: Mathematics of Information, Data, and Signals

Joel Tropp

Caltech

Randomized linear algebra with subspace injections

Abstract:

To achieve the greatest possible speed, practitioners regularly implement randomized algorithms for low-rank approximation and least-squares regression with structured dimension reduction maps. This talk outlines a new perspective on structured dimension reduction, based on the injectivity properties of the dimension reduction map. This approach provides sharper bounds for sparse dimension reduction maps, and it leads to exponential improvements for tensor-product dimension reduction. Empirical evidence confirms that these types of structured random matrices offer exemplary performance for a range of synthetic problems and contemporary scientific applications.

Joint work with Chris Camaño, Ethan Epperly, and Raphael Meyer; available at arXiv:2508.21189.

January 9, 2026

11:00 AM

HDSI 123

Research Areas

Mathematics of Information, Data, and Signals

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