NAIS Workshop on Numerical Linear Algebra

June 13th, JCMB 5215, 13:00–18:00

Honored Speaker

Gilbert Strang

Massachusetts Institute of Technology

"Factoring Banded Matrices and Matrix Polynomials"

It seems fair to call these the four great factorizations of linear algebra: A = LU and QR and QDQ' and USV'. I will speak about those and two others (minor by comparison). Banded matrices with banded inverses form an interesting group: they can be factored into tridiagonal matrices with tridiagonal inverses. These matrices are rare but useful – wavelet matrices and "CMV matrices" are leading examples. When those matrices are block Toeplitz, with submatrices repeating down each (block) diagonal, all the information is in the matrix polynomial with those submatrices as coefficients. Suppose its determinant is 1 (constant!). Then we look for linear factors with det = 1. This is a start on doubly infinite matrices, and I will look at the ordinary A = LU (or A = LPU) factorization when the usual elimination process has no reasonable place to start.

Schedule of talks

13:00–13:50Gilbert StrangMIT"Factoring banded matrices and matrix polynomials"
14:10–14:40Pavel ZhlobichUniversity of Edinburgh"Quasiseparable matrices and polynomials"
coffee break
16:00–16:50Desmond J HighamUniversity of Strathclyde"Models and algorithms for dynamic networks"
17:10–17:40Andrew ThompsonUniversity of Edinburgh"A new analysis of a gradient projection method for Compressed Sensing"

Abstracts of Talks

Please see schedule.

Travel / Directions

The James Clerk Maxwell Building is located on the King's Buildings campus on Mayfield Road. Directions can be found at the Campus Maps website.

Local Organisers

Jared Tanner and Pavel Zhlobich

Sponsors

Links