Videotaped lectures:
- Three tutorial lectures (one, two, three) on randomized methods in numerical linear algebra, organized by the MathDataLab at KTH in November 2020. Slides here.
- A lecture on randomized methods in numerical linear algebra, presented at a SAMSI opening workshop in August 2020.
- 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.
- Babuska forum at the Oden Institute, December 2023.
Fast algorithms for global operators. - SIAM PNW Section Seminar, May 2023.
Randomized algorithms for linear algebraic computations. - 4th workshop on Scientific Computing in Sweden, Chalmers University, Oct. 2022.
Randomized algorithms for accelerating matrix computations. - CMA seminar, Mathematical Institute, Oxford, May 2022.
Fast direct solvers for elliptic PDEs. - CAM colloquium, Cornell, April 2022.
Randomized algorithms for linear algebraic computations. - Clements Scientific Computing Seminar, SMU, October 2021.
Fast direct solvers for elliptic PDEs. - Woudschoten conference, October 2021.
Part 1: "Randomized algorithms for linear algebraic computations"
Part 2: "Randomized embeddings: theory and applications"
Slides. - SIAM annual meeting plenary talk, July 2021.
Randomized algorithms for linear algebraic computations. - ICOSAHOM plenary talk, July 2021.
Fast direct solvers and high order discretizations. - CMC discussion, June 2021.
Low rank approximation. - SIAM Applied Linear Algebra conference, May 2021.
Computing Rank Revealing Matrix Factorizations via Partial Pivoting. - Emory Scientific Computing Seminar seminar, April 2021.
Direct solvers for elliptic PDEs. - E-NLA seminar, March 2021.
Randomized algorithms for pivoting and for computing interpolatory and CUR factorizations. Youtube. - DOE workshop on randomized methods in scientific computing, November 2020.
Randomized algorithms in linear algebra and scientific computing. Youtube (starts at 2:25:00). - Samsi workshop on numerical analysis in data science, August 2020.
Randomized algorithms for computing full and partial factorizations of matrices. - University of Oxford, Computational Mathematics and Applications Seminar, February 2020.
Randomised algorithms for solving systems of linear equations. - University of Oxford, Random Matrix Theory Seminar, February 2020.
Randomised algorithms for computing low rank approximations of matrices. - Texas A&M Numerical Analysis Seminar, November 2019.
Randomized algorithms for large scale linear algebra. - NYU mathematics colloquium, September 2019.
Randomized algorithms for large scale linear algebra. - Lecture for the Edinburgh Mathematical Society, the University of Strathclyde, February 2019.
Randomised algorithms for large scale linear algebra and data analytics. - Seminar at the University of Bath, April 2018.
Randomized methods for accelerating matrix factorization algorithms. - Seminar at the University of Manchester, April 2018.
Fast Direct Solvers for linear elliptic PDEs. - Seminar at ICERM workshop, March 2018.
Introduction to fast summation methods. - Seminar at University College London, February 2018.
Randomized methods for accelerating matrix factorization algorithms. - Seminar at University of Warwick, January 2018.
Randomized algorithms and fast direct solvers for elliptic PDEs. - Talk at UKIE meeting in Southampton, January 2018.
Randomized methods for accelerating matrix factorization algorithms. - Workshop talk at KTH, Stockholm, November 2017.
Randomized algorithms for large scale linear algebra and data analytics. - 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".