Computational Mathematics and Scientific Computing Seminar

Direct solution of systems with rank-structured matrices

Speaker: Daria Sushnikova, CIMS

Location: Warren Weaver Hall 1302

Date: Feb. 28, 2020, 10 a.m.


My primary interest is rank-structured matrices: hierarchical (block-sparse, H), FMM-based (HSS, H2), etc., and direct solvers for systems with such matrices. Methods I discuss in the seminar are based on the idea of the low-rank approximation of the fill-in that appears in the course of the direct solution. The proposed approach allows building direct solvers that are almost linear and have good accuracy. Solvers successfully applied to numerical solutions of some differential and integral equations and applied statistics problems.