Speaker: Leslie Greengard (CCM/NYU)

Title: Randomized methods for rank deficient linear systems


I will describe a simple method for solving consistent, rank-deficient linear systems, with or without additional rank-completing constraints. This comes up in a variety of applications such as the computation of the eigenvectors of a matrix corresponding to a known eigenvalue and many problems in computational physics. It is a very useful tool and makes solving such systems much more convenient.

Refs: Electronic Transactions on Numerical Analysis, 44, 177–188 (2015). arXiv:1401.3068 (2014).