CBMS/NSF Conference on Fast Direct Solvers, June 2014

Dartmouth College, June 23 - 27, 2014

Home Lectures Codes Bibliography Support

This website is set up to provide convenient links to the lecture slides, and to supporting material (bibliographic notes, tutorial codes, etc). The main conference website is here.

The lectures will be self-contained, and will in principle assume only knowledge of basic material about elliptic PDEs, undergraduate numerical analysis, and linear algebra. In practice, some prior familiarity with "fast" algorithms such as the Fast Multipole Method (FMM), would be helpful (for a brief primer, see this short course and this encyclopedia entry).

A monograph providing more detail on the material presented is under preparation, and will be published through SIAM, hopefully in late 2015.

Detailed information about the lectures can be found here, and video recordings are available on youtube, but for convenience, we provide quick links to the lecture slides here:

(1) Introduction to fast direct solvers for elliptic PDEs Slides
(2) The classical Fast Multipole Method Slides
(3) The Interpolative Decomposition (ID) Slides
(4) Introduction to structured matrix algebra Slides
(5) Randomized methods for low-rank approximation Slides
(6) Fast direct solvers for sparse matrices Slides
(7) The Hierarchical Poincare-Steklov scheme Slides
(8) Boundary Integral Equations and the Nyström method Slides
(9) Fast direct solvers for integral equations Slides
(10) Scattering matrices Slides
(11) Closing remarks - review

Research support by:

P.G. Martinsson, June 2014