
Efficient Solution of Large Overdetermined Systems of Equations by a Monte Carlo Method
Tue, Jan 18, 2011 @ 11:00 AM  12:00 PM
Ming Hsieh Department of Electrical and Computer Engineering
Conferences, Lectures, & Seminars
Speaker: Yunsong Huang , Ph.D. student
Talk Title: Efficient Solution of Large Overdetermined Systems of Equations by a Monte Carlo Method
Abstract: Large overdetermined system of linear equations, expressed as A x = b, arises from applications such as seismic imaging. The rows of the matrix A can be randomly encoded and lumped up, resulting in a matrix with much fewer number of rows, thereby allowing a more efficient solution. This manipulation step can be embedded in leastsquares iterative solution of the original system of equations. At each iteration, an independently encoded and lumped matrix is in effect, guiding the update of x, in the leastsquares sense. Overall, this approach results in significant savings in computational cost. Experiments in seismic imaging validate the merits of the proposed method.
Biography: Yunsong Huang received a B.S. degree in physics from the University of Science and Technology of China, and a master's degree in Electrical Engineering from the University of Southern California. He is currently a Ph.D. student in the Earth Science and Engineering Program at King Abdullah University of Science and Technology (KAUST). His research interests include seismic imaging and signal processing.
Host: Prof. B. Keith Jenkins
Location: Hughes Aircraft Electrical Engineering Center (EEB)  EEB 248
Audiences: Everyone Is Invited
Contact: Talyia Veal