Videotaped lectures:

• Ten lectures on randomized methods in linear algebra, direct solvers for elliptic PDEs, etc. Supporting material is available here. These lectures were presented at a 2014 CBMS conference at Dartmouth College.


• Tutorial on randomized methods in linear algebra delived at the 2009 NIPS conference.

Slides from some talks:

• ICES seminar, UT Austin, September 2017.
  Randomized algorithms and fast direct solvers for elliptic PDEs .

• Germund Dahlquist Prize lecture, SciCADE, Bath, September 2017.
  Fast Direct Solvers for linear elliptic PDEs .

• Computational Mathematics and Applications Seminar, Oxford, June 2017.
  Randomized methods for accelerating matrix factorization algorithms .

• Mathematics colloquium, UT Austin, April 2017
  Analysis based methods for solving linear elliptic PDEs numerically .

• Workshop on Fast Direct Solvers at Purdue University, Nov 2016
  Accelerating direct solvers using randomized methods .

• Mathematics seminar, U-Washington, Oct 2016
  Randomized methods for accelerating matrix factorization algorithms .

• Mathematics seminar, UT-Austin, Sep 2016
  Randomized methods for accelerating matrix factorization algorithms .

• Statistics/Scientific Computing seminar, University of Chicago, Feb 2015
  Randomized methods for approximating matrices .

• PACM seminar, Princeton, Feb 2014
  Fast Direct Solvers for Elliptic PDEs .

• AMCS/PICS Colloquium, University of Pennsylvania, Feb 2014
  Randomized Algorithms for Very Large-Scale Linear Algebra .

• Matrix Computations Seminar, UC-Berkeley, Nov 2013
  Fast Direct Solvers for Elliptic PDEs .

• Applied mathematics seminar at Chalmers University, May 2012
  Randomized Algorithms for Very Large-Scale Linear Algebra.

• CU-Boulder "intro to research" seminar, Feb 2012
  Fast methods for solving elliptic PDEs.

• Applied mathematics seminar at Chalmers University, Jan 2012
  Fast direct solvers for elliptic PDEs.

• SIAM CSE conference in Reno, NV, Feb 2011
  Fast direct solvers for elliptic PDEs.

• Workshop on Modern Massive Data Sets, Palo Alto, June 2010
  Randomized methods for computing the Singular Value Decomposition (SVD) of very large matrices.

• CU-Denver Computational Mathematics Colloquium, Feb 2010
  Fast numerical methods for solving elliptic PDEs.

• Workshop on Random Matrix Methods, Banff, Jan 2010
  Enabling very large-scale matrix computations via randomization.

• Applied Mathematics seminar, Brown University, Jan 2010
  Fast numerical methods for solving elliptic PDEs.

• Workshop on Numerical Homogenization, Banff, Dec 2009
  Fast and accurate techniques for computing Schur complements and performing numerical coarse graining.

• NIPS Tutorial, Vancouver, Dec 2009
  Randomization: Making Very Large Scale Linear Algebraic Computations Possible.

• CU Boulder Applied Math Colloquium, Oct 2009
  Fast matrix computations via randomized sampling.

• Stanford applied math seminar, June 2009
  Fast matrix computations via randomized sampling.

• Lectures given in Sweden (Uppsala, KTH, Chalmers) in May 2009
  Fast matrix computations via randomized sampling.

• Georgiatech applied math seminar, April 2009
  Fast numerical methods for solving linear PDEs.

• AMS Annual Meeting, Jan 2009 (special session on the Mathematics of Knowledge and Information)
  Fast matrix computations via randomized sampling.

• GeorgiaTech, Dec 2008
  Fast matrix computations via randomized sampling.

• University of Toronto, April 2008
  Fast matrix computations via randomized sampling.

• University of Pennsylvania, Jan 2008
  Fast numerical methods for solving linear PDEs.

• University of Toronto, Jan 2008
  Fast numerical methods for solving linear PDEs.
  Randomized methods for the approximation of matrices (student talk).

• IPAM, Lake Arrowhead workshop, Dec 2007
  Randomized sampling of structured matrices.

• Nov 2007, Duke applied math seminar.
  Similar talks were given at Stanford, Berkeley, IPAM, and Caltech.
  Fast numerical methods for solving linear PDEs. Berkeley version. IPAM version.

• Los Angeles, Sep 2007, IPAM tutorial
  Randomized methods for the approximation of matrices.

• Zurich, July 2007, ICIAM
  Two randomized methods for the approximation of matrices.

• Zurich, July 2007, ICIAM
  Fast direct solvers.

• Zurich, July 2007, ICIAM
  Rapid evaluation of electrostatic interactions in multi-phase media.

• Austin, TX, March 2007, Numerical Analysis Seminar
  Randomized algorithms and fast direct solvers.

• Golden, CO, Dec. 2006. Math/CS Colloquium.
  Methods for computing approximate solutions to linear boundary value problems.

• Boulder, CO, Sep. 2006. Applied Math Colloquium.
  An overview of numerical methods for linear PDEs, with exhortations to use methods based on integral equations.

• Boulder, CO, Dec. 2005.
  An informal talk describing my research to applied math grad students.

• Boulder, CO, Oct. 2005.
  The Fast Multipole Method. A talk in the computational math seminar.

• Austin, TX, July 2005, USNCCM.
  "Fast direct methods for boundary value problems".

• Austin, TX, July 2005, USNCCM.
  "Multiscale modelling of materials with periodic micro-structures".

• Austin, TX, July 2005, USNCCM.
  "Bandgap phenomena in materials with periodic skeletal micro-structures".

• Stockholm, Uppsala, Goteborg, Kiel, Leipzig, and Lund, Feb. 2004.
  "A fast direct solver for boundary integral equations in two dimensions".
  
  
• Karlstad, Feb 27th, 2004
  "Boundary integral equation techniques for solving Partial Differential Equations".
  
  
• Austin, May 20th, 2004
  "A fast direct solver for boundary integral equations in two dimensions".
  
  
• IABEM, May 24th, 2004
  "A fast direct solver for boundary integral equations in two dimensions".