RandNLA, or Randomized Numerical Linear Algebra, is “an interdisciplinary research area that exploits randomization as a computational resource to develop improved algorithms for large-scale linear algebra problems” according to Michael Mahoney and Petros Drinaes, co-authors of an article describing RandNLA and its applications in the June 2016 issue of Communications of the ACM. The article gives a brief history of RandNLA, describes its basic principles, and provides several examples of its applications.
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Michael Mahoney Explains RandNLA in CACM
The article gives a brief history of RandNLA and describes its basic principles
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