The Department of Applied Mathematics weekly seminar is given by scholars and researchers working in applied mathematics, broadly interpreted.
Title: Adventures in structured matrix approximation methods
Abstract: Many of the structured matrices we know and love (Toeplitz, Hankel, Cauchy, Vandermonde) have special properties that make it efficient to represent and store them computationally using low rank approximation methods. This may be surprising at first, since not all of these matrices are directly compressible. In this talk, we explore why and how we can compress structured matrices such as these, the ways in which their structures can be exploited for fast computations, and how related structures arise more broadly in numerical linear algebra.