4:00pm to 5:00pm |
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Computational Modeling and Data Analytics Distinguished Lecture Series
(Academic)
Nick Trefethen, FRS, NAE, is the Professor of Numerical Analysis at Oxford University and past president of the Society for Industrial and Applied Mathematics (SIAM). He will give a lecture entitled 'Continuous Analogues of Matrix Factorizations.' The algorithms of numerical linear algebra are tied to matrix factorizations such as LU, Cholesky, QR, and SVD. What happens to these factorizations if the discrete matrix becomes continuous in one dimension (a 'quasimatrix') or both (a 'cmatrix')? Such questions turn out to be related to a very active topic in computational sciences - low rank approximation of matrices. The talk will present some answers, including a discussion of the analogues of pivoting and triangular structure for continuous objects.
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