SIAM Seminar

Event Date: 

Wednesday, October 19, 2016 - 3:00pm to 4:00pm

Event Location: 

  • South Hall 4607B

Speaker: Chris Gorman

Title: HSS Representation via Randomized Sampling

Abstract: Recent work on randomized algorithms in numerical linear algebra have allowed for novel approaches on matrix factorizations to be applied to structured matrices. The Hierarchically Semi-Separable representation is one factorization of a structured matrix that allows for multiple algebraic operations to be performed in linear time. This talk will review HSS matrices before showing how to factor a matrix with randomized sampling. Fast matrix-vector multiplication allows this compression to be computed in linear time.