Flatiron Internal Conference: Flatiron-wide Algorithms and Mathematics

Session

Dimension Reduction and Factorization Introductory Lecture

Nov 1, 2019, 10:50 AM

2nd Floor (Ingrid Daubechies Auditorium)

25. Fast algorithms for hierarchically structured matrices

Manas Rachh (CCM)

11/1/19, 10:50 AM

In this talk, I will discuss what hierarchically structured matrices are, where they occur in practice, and present algorithms for factorizing these structured matrices. I will demonstrate how the factorization enables subsequent matrix operations (applying the matrix, computing its inverse, and its determinant) in linear CPU time.