Gunnar Martinsson

Offices: POB 3.413; RLM 11.164.

Department of Mathematics,
University of Texas at Austin,
Stop C1200,
Austin, TX 78712-1202


Elected SIAM fellow, class of 2021.

E-NLA seminar on March 10. Youtube.

Nov 19 - 21, 2021: Mini course on randomized linear algebra at KTH.

My book Fast Direct Solvers for Elliptic PDEs, is finally done!

Focussed Research Group on Randomized Algorithms for Solving Linear Systems funded by the NSF for 2020 - 2023.
UT leads in an effort with Vladimir Rokhlin of Yale and Joel Tropp of Caltech funded with $1.4M.

New survey by Joel Tropp and I to appear in 2020 Acta Numerica:
Randomized Numerical Linear Algebra: Foundations & Algorithms
Currently available as arxiv report 2002.01387.

Recent article on randomized methods for matrix computations and data analysis in SIAM News.

Professor of Mathematics, University of Texas at Austin.
W. A. "Tex" Moncrief, Jr., Endowed Chair No. 4 in Simulation-Based Engineering Sciences, ICES.
Visiting Professor of Applied Mathematics, University of Colorado at Boulder.
Affiliated Professor of Mathematics, Royal Inst. of Techn. (KTH), Stockholm.

Research Interests:
Randomized methods in numerical linear algebra.
Fast solvers for elliptic PDEs. O(N) direct solvers. Structured matrix computations.
Efficient algorithms for large data sets.
Numerical methods for scattering problems, computational fluid dynamics, acoustics, etc.
Applied harmonic analysis; fast multipole methods; boundary integral equation methods.
Modeling of heterogeneous materials; bandgap phenomena; lattice equations.
Details here.

Open positions:
December 2020: We are seeking a postdoc to work on randomized methods for solving linear systems.
Details here.

Downloadable here.

Teaching: Linear algebra and matrix theory, spring 2020.
Previous classes.

Presentations: Slides of some talks are available here.

Brief overview here (html). Excruciating detail here (pdf).