Matrices with Banded inverses
Speaker: Gilbert Strang, Massachusetts Institute of Technology
Wednesday, May 21, 2014
4:00 PM - 5:00 PM
Abstract: Tridiagonal matrices (3 nonzero diagonals) are important in many applications. Sometimes they are the start of a full matrix that has to be completed --- we don't know the other entries but we can't just put zeros. A special completion makes the **inverse** tridiagonal ! Then there is a neat connection between the original matrix (before completion) and that inverse.
This extends to banded matrices and to wavelet matrices. There are some curious facts and undeveloped possibilities.
Biographical infromation: Gilbert Strang was an undergraduate at MIT and a Rhodes Scholar at Balliol College, Oxford. His Ph.D. was from UCLA and since then he has taught at MIT. He has been a Sloan Fellow and a Fairchild Scholar and is a Fellow of the American Academy of Arts and Sciences. He is a Professor of Mathematics at MIT, an Honorary Fellow of Balliol College, and a member of the National Academy of Sciences. Professor Strang has published eleven books on various topics including linear algebra, differential equations, finite element methods, and wavelets. He has also series of video lectures, which are available on the MIT website, on linear algebra and computational science. He was the President of SIAM during 1999 and 2000, and Chair of the Joint Policy Board for Mathematics. He received the von Neumann Medal of the US Association for Computational Mechanics, and the Henrici Prize for applied analysis. The first Su Buchin Prize from the International Congress of Industrial and Applied Mathematics, and the Haimo Prize from the Mathematical Association of America, were awarded for his contributions to teaching around the world.