Difference between revisions of "Rodolphe Sepulchre, June 2013"

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{{agenda item|12:00p|Seminar, 213 ANB}}
{{agenda item|12:00p|Seminar, 213 ANB}}
{{agenda item|1:00p|Lunch with Venkat, CMS faculty}}
{{agenda item|1:00p|Lunch with Venkat, CMS faculty}}
{{agenda item|2:15p|Open}}
{{agenda item|2:15p|Venkat Chandrasekaran, 300 Annenberg}}
{{agenda item|3:00p|Open}}
{{agenda item|3:00p|Open}}
{{agenda item|3:45p|Open}}
{{agenda item|3:45p|Open}}

Revision as of 22:54, 28 May 2013

Rodolphe Sepulchre will visit Caltech on 3 June 2013 (Mon).


9:30a   Richard Murray, 109 Steele Lab
9:45a   Meet with Richard's NCS group, 110 Steele
  • 9:45-10:45: Necmiye, Mumu, Eric, Ivan
  • 10:45-11:45: Enoch, Marcella, Anandh, Dan
11:45   Seminar setup
12:00p   Seminar, 213 ANB
1:00p   Lunch with Venkat, CMS faculty
2:15p   Venkat Chandrasekaran, 300 Annenberg
3:00p   Open
3:45p   Open
4:30p   Andrea Censi)
5:15p   Done


The geometry of (thin) SVD revisited for large-scale computations

Rodolphe Sepulchre
University of Liege, Belgium

The talk will introduce a riemannian framework for large-scale computations over the set of low-rank matrices. The foundation is geometric and the motivation is algorithmic, with a bias towards efficient computations in large-scale problems. We will explore how classical matrix factorizations connect the riemannian geometry of the set of fixed-rank matrices to two well-studied manifolds: the Grassmann manifold of linear subspaces and the cone of positive definite matrices. The theory will be illustrated on various applications, including low-rank Kalman filtering, linear regression with low-rank priors, matrix completion, and the choice of a suitable