Average-case Gaussian elimination with partial pivoting

Date
Mon June 5th 2023, 4:00pm
Location
Sequoia 200
Speaker
Konstantin Tikhomirov, Carnegie Mellon

Gaussian elimination with partial pivoting is a standard method of solving systems of linear equations. I will discuss some problems on the singular spectrum of structured random matrices which are related to average-case analysis of stability of the algorithm.

This is based on joint work with Han Huang.