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Best Matrix Decompositions
Special Events| Speaker: | James Bremer, Yale University |
| Location: | 1147 MSB |
| Start time: | Mon, Feb 12 2007, 4:10PM |
Description
We will discuss adaptive matrix decompositions which generalize
the Best Basis algorithm of Coifman and Meyer. The idea is to select
from among a library of decompositions of a matrix, the decomposition
which minimizes a given cost function. The result is a matrix decomposed
into malleable pieces. Depending on the choice of the cost function,
these decompositions can be tailored to solve a number of different
problems.
We will concentrate on a particular application: the rapid application
of integral operators. We will also discuss the relationship to Fast
Multipole algorithms and HSS matrix representations.
(This is joint work with R.R. Coifman.)