Michael Mahoney Explains RandNLA in CACM

RandNLA, or Randomized Numerical Linear Algebra, is "an interdisciplinary research area that exploits randomization as a computational resource to develop improved algorithms for large-scale linear algebra problems" according to Michael Mahoney and Petros Drinaes, co-authors of an article describing RandNLA and its applications in the June 2016 issue of Communications of the ACM. The article gives a brief history of Rand NLA, describes its basic principles, and provides several examples of its applications.