SIAM ALA 15 – Minisymposium on Matrix Functions

Last week Nick Higham, Edvin Deadman, and I ran a minisymposium on matrix functions at the SIAM Applied Linear Algebra 2015 conference (link). This post gives a brief summary of each talk, links to published work, and (once they appear) links to the slides with synchronised audio.

Edit: Links to the talks are now available.

Attendance at the sessions was very good, with some high-quality questions coming from the audience.

The symposium had two sessions.

Session 1

• Marcel Schweitzer – Error Estimation in Krylov Subspace Methods for Matrix Functions
• Michele Benzi – Functions of Matrices with Kronecker Sum Structure
• Bruno Iannazzo – First-Order Riemannian Optimization Techniques for the Karcher Mean
• Sivan Toledo – A High Performance Algorithm for the Matrix Sign Function

Session 2

• Peter Kandolf – The Leja Method: Backward Error Analysis and Implementation
• Massimiliano Fasi – An Algorithm for the Lambert W Function on Matrices
• Antii Koskela – An Exponential Integrator for Polynomially Perturbed Linear ODEs
• Edvin Deadman – Estimating the condition number of f(A)b

Peter Kandolf describing the famour “hump” in the matrix exponential.

Modern Directions for Matrix Analysis and Applications

Every two years the IMA organize a conference on the interface between numerical linear algebra and optimization. For me, this was the perfect place to organize my first minisymposium entitled ‘Modern Directions for Matrix Analysis and Applications‘ with Natasa Strabic. We managed to get some great speakers talking about their ideas for future research. I’ve summarised some of their main ideas here and you can find my presentation on SlideShare.

Left to Right: Me, Amal Khabou, Ben Jeuris, Federico Poloni, Natasa Strabic, Roel Van Beeumen. Photo: Mario Berljafa.