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Nathan P. Halko, Ph.D.

Affiliations: 
2012 Applied Mathematics University of Colorado, Boulder, Boulder, CO, United States 
Area:
Mathematics
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Per-Gunnar Martinsson grad student 2012 CU Boulder
 (Randomized methods for computing low-rank approximations of matrices.)

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Halko N, Martinsson PG, Shkolnisky Y, et al. (2011) An algorithm for the principal component analysis of large data sets Siam Journal On Scientific Computing. 33: 2580-2594
Halko N, Martinsson PG, Tropp JA. (2011) Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions Siam Review. 53: 217-288
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