The Maseeh Mathematics and Statistics Colloquium Series*
A Crash Course on Matrices, Moments and Quadrature
James Lambers, Ph.D.
Department of Mathematics,
University of Southern Mississippi
The aim of this talk is to give an overview of the beautiful mathematical relationships between matrices, moments, orthogonal polynomials, quadrature rules and Krylov subspace methods. The underlying goal is to obtain efficient numerical methods for estimating bilinear forms involving matrix functions. The approach is to express such a bilinear form as an integral, which can then be approximated using Gaussian quadrature rules. The nodes and weights of these quadrature rules are obtained by solving an eigenvalue problem. A variety of applications will be discussed, from estimation of the determinant to the approximation of the scattering amplitude in electromagnetism to the solution of partial differential equations using spectral methods.
Friday, November 16th, 2012 at 3:15pm
Urban Center room 204
(Refreshments served at 3:00 in the presentation room)
This event is free and open to the public.
*Sponsored by the Maseeh Mathematics and Statistics Colloquium Series Fund and the Fariborz Maseeh Department of Mathematics & Statistics, PSU.