Kyle Kloster Wrangling data, algorithms, and code in the SF Bay

Purdue University Numerical Linear Algebra Group

March 30 (part 1) and April 6 (part 2), 2015 at Purdue University.

Talk given:

Circulant matrices, the FFT, and eigenvalues

Circulant, Toeplitz, and Hankel matrices enjoy a special relationship with the Fourier matrix. We’ll show how this structure enables O(N log N) matrix-vector products, then use Circulant matrices to analyze eigenvalues of the Poisson equation.