Difference between revisions of "Rodolphe Sepulchre, June 2013"
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{{agenda item11:45aLunch with Venkat, CMS faculty}}  {{agenda item11:45aLunch with Venkat, CMS faculty}}  
{{agenda item1:15pSeminar setup}}  {{agenda item1:15pSeminar setup}}  
−  {{agenda item1:30pSeminar,  +  {{agenda item1:30pSeminar, 121 ANB}} 
−  {{agenda item3:00p  +  {{agenda item3:00pVenkat Chandrasekaran, 300 ANB}} 
{{agenda item3:45pLijun Chen, 202 ANB}}  {{agenda item3:45pLijun Chen, 202 ANB}}  
{{agenda item4:30pAndrea Censi, 320 ANB}}  {{agenda item4:30pAndrea Censi, 320 ANB}} 
Revision as of 20:07, 31 May 2013
Rodolphe Sepulchre will visit Caltech on 3 June 2013 (Mon).
Agenda
9:30a  Richard Murray, 109 Steele Lab 
9:45a  Meet with Richard's NCS group, 110 Steele

11:45a  Lunch with Venkat, CMS faculty 
1:15p  Seminar setup 
1:30p  Seminar, 121 ANB 
3:00p  Venkat Chandrasekaran, 300 ANB 
3:45p  Lijun Chen, 202 ANB 
4:30p  Andrea Censi, 320 ANB 
5:15p  Done 
Abstract
The geometry of (thin) SVD revisited for largescale computations
Rodolphe Sepulchre
University of Liege, Belgium
The talk will introduce a riemannian framework for largescale computations over the set of lowrank matrices. The foundation is geometric and the motivation is algorithmic, with a bias towards efficient computations in largescale problems. We will explore how classical matrix factorizations connect the riemannian geometry of the set of fixedrank matrices to two wellstudied manifolds: the Grassmann manifold of linear subspaces and the cone of positive definite matrices. The theory will be illustrated on various applications, including lowrank Kalman filtering, linear regression with lowrank priors, matrix completion, and the choice of a suitable metric for Diffusion Tensor Imaging.