Sketching as a Tool for Numerical Linear Algebra highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a (usually) random matrix with certain properties. Much of the expensive computation can then be performed on the smaller matrix, thereby accelerating the solution for the original problem. Sketching as a Tool for Numerical Linear Algebra considers least squares as well as robust regression problems, low rank approximation,...