Fast algorithms for hierarchically structured matrices

Abstract

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 O(N) times for N x N matrices.

Speaker

Manas Rachh joined the Simons foundation as part of the Numerical Algorithms group at Flatiron’s Center for Computational Biology in 2018, and is currently a research scientist in the Center for Computational Mathematics. His research interests include partial differential equations (PDEs) arising in mathematical physics, integral equation methods, robust computation of eigenvalues and eigenfunctions of elliptic PDEs, and the development of fast algorithms for applications in electrostatics, acoustics, viscous flow, electromagnetics, biomedical imaging, and data visualization. Before coming to the foundation, he obtained his Ph.D. from the Courant Institute of Mathematical Sciences at New York University with Leslie Greengard followed by a Gibbs Assistant Professorship at Yale University where he worked with Vladimir Rokhlin.