This workshop is part of the Bernoulli Center programme at EPFL, to be held from 15 to 18 June 2026.
Randomized linear algebra is arguably among the most exciting developments in computational mathematics, sometimes making possible computations of unprecedented scale.
There are currently several important developments in randomized linear algebra, including those in low-rank approximation or the singular value decomposition, solution of least-squares problems, linear systems, eigenvalue problems, and trace estimation, among others.
All these have already been applied to great use in a variety of applications, and its importance is promised to steadily increase. Still, significant work remains to be done to turn these developments into robust foolproof algorithms and software on the level of, say, LAPACK.
There is great value in exchanging ideas between experts from the different communities to get researchers up-to-date on the cutting-edge developments and main challenges. This is the goal of this workshop and should inspire new ideas and launch new collaborations.