Video: Joel Tropp "Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

Also at SPARS11, here is Joel Tropp's plenary lecture entitled "Probabilistic Algorithms for Constructing Approximate Matrix Decompositions".

Thanks to Coralia Cartis, Mike Davies, Jared Tanner and Bubacarr Bah for organizing SPARS11, video taping these lectures and putting them on the site. 

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