2014 CBMS-NSF Conference:
Fast Direct Solvers for Elliptic PDEs
June 23–29, 2014
Dartmouth College
quasi-periodic scattering one level of hierarchical factorization torus scattering with 3D proxy points

Lecture materials and videos

Here are the lectures, videos, and additional materials from Martinsson's main lecture course and two of the guest lectures. You can also find many additional references at Martinsson's lecture notes and resources along with codes. Since sometimes each hour lecture slot drew from more than one set of slides, we have indicated this below. You may prefer to watch all videos sequentially on Dartmouth's YouTube channel.

Main Lectures by Per-Gunnar Martinsson
 Lecture 1   Introduction to fast direct solvers for elliptic PDEs
  The classical Fast Multipole Method (Part I)
 Lecture 2   The classical Fast Multipole Method (Part II)
 Lecture 3   The Interpolative Decomposition (ID)
 Lecture 4   Brief introduction to structured matrix algebra
Randomized methods for low-rank approximation  
 Lecture 5   Fast direct solvers for sparse matrices (Part I)
 Lecture 6 Fast direct solvers for sparse matrices (Part II)
Preview of The Hierarchical Poincare-Steklov scheme
 Lecture 7  Boundary Integral Equations - why and how
 Lecture 8  Fast direct solvers for integral equations (Part I)
 Lecture 9  Fast direct solvers for integral equations (Part II)
Scattering Matrices  
 Lecture 10 Review and future directions
Guest Lectures
 Alex Barnett Written notes from the chalk talk, and slides.
Accompanying tutorial and code bundle on quadratures and boundary integral equations, which preceded the lecture.  
 Adrianna Gilman The Hierarchical Poincare-Steklov scheme    video