CBMS/NSF Conference on Fast Direct Solvers, June 2014
Dartmouth College, June 23 - 27, 2014
This website is set up to provide convenient links to the lecture slides, and to supporting material (bibliographic notes,
tutorial codes, etc). The main conference website is
here.
The lectures will be self-contained, and will in principle assume only knowledge of basic material about elliptic PDEs,
undergraduate numerical analysis, and linear algebra. In practice, some prior familiarity with "fast" algorithms such as the
Fast Multipole Method (FMM), would be helpful (for a brief primer, see this
short course
and this
encyclopedia entry).
A
monograph providing more detail on the material presented is under preparation,
and will be published through SIAM, hopefully in late 2015.
Detailed information about the lectures can be found
here, and video recordings are available on
youtube,
but for convenience, we provide quick links to the lecture slides here:
(1) |
Introduction to fast direct solvers for elliptic PDEs |
Slides |
(2) |
The classical Fast Multipole Method |
Slides |
(3) |
The Interpolative Decomposition (ID) |
Slides |
(4) |
Introduction to structured matrix algebra |
Slides |
(5) |
Randomized methods for low-rank approximation |
Slides |
(6) |
Fast direct solvers for sparse matrices |
Slides |
(7) |
The Hierarchical Poincare-Steklov scheme |
Slides |
(8) |
Boundary Integral Equations and the Nyström method |
Slides |
(9) |
Fast direct solvers for integral equations |
Slides |
(10) |
Scattering matrices |
Slides |
(11) |
Closing remarks - review |
Research support by:
P.G. Martinsson, June 2014