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, 2020: 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, Oden Institute.
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:
Active postdoc search in the area of randomized linear algebra.
More details here.

Downloadable here.

Teaching: Fast algorithms - theory and practice, Spring 2022.
Previous classes.

Presentations: Slides of some talks are available here.

Brief html version. Detailed pdf. Text bio.