Videos of lectures given by four of the five lecturers at the 2013 Gene Golub SIAM summer school at Fudan University in Shanghai are now available on the summer school website.
These include the five 2-hour lectures from my course on Functions of Matrices. Here is a summary of the contents of my lectures, with direct links to the videos hosted on YouTube.
- Lecture 1: History, definitions and some applications of matrix functions. Quiz.
- Lecture 2: Properties, more applications, Fréchet derivative, and condition number.
- Lecture 3: Exponential integrator application. Problem classification. Methods for : Schur-Parlett method, iterative methods for sign function and matrix square root.
- Lecture 4: Convergence and stability of iterative methods for sign function and square root. The problem. Software for matrix functions.
- Lecture 5: The method of Al-Mohy and Higham (2011) for the problem. Discussion of how to do research, reproducible research, workflow.
A written summary of the course is available as Matrix Functions: A Short Course (MIMS EPrint 2013.73).
The video team, visible in the photo below that I took of my audience, have done a great job. The music over the opening sequence is reminiscent of the theme from the film Titanic!
As a reminder, other relevant links are