lapackers

[Ming Gu <mgu@math.berkeley.edu>]

               Math 290, Section 29, CS 298, Section 6,
                          Fall 2010
         (Matrix Computations and Scientific Computing)

We meet WEDNESDAYS 11:10 - noon in Room 380 Soda Hall,
Berkeley campus.  The coordinators are Profs. J. Demmel
(demmel@cs.berkeley.edu) and M. Gu (mgu@math.berkeley.edu).
The program will be a mixture of research talks and
tutorials.  The tutorials will provide a partial sequel to
Math 221.

For the schedule and other details about the seminar, please see
math.berkeley.edu/~mgu/LAPACKSeminar.htm

Date: Oct. 20, 2010
Speaker: Ming Gu, UC Berkeley
Title:   Reduced Rank Regression via Convex Optimization
Abstact: Reduced rank regression is a well-known technique
for dimension reduction and coefficient estimation for
multivariate linear regression. In this talk, we discuss
the formulation of various reduced rank regression models,
using convex optimization techniques; we also develop a
general solution technique, based on spectral projection,
to efficiently solve such problems. We present numerical
experiments that demonstrate the effectiveness of our
method.

Date: Oct. 27, 2010
Speaker: Erin Carson, UC Berkeley