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   -> Volume 2, Issue 4

Approximate Schemes for Dense Matrix Algebra
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John D. McCalpin, University of Delaware

PostPosted: Fri Nov 29, 2002 2:27 pm    
Subject: Approximate Schemes for Dense Matrix Algebra
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Approximate Schemes for Dense Matrix Algebra

Approximate Schemes for Dense Matrix Algebra

We are looking for one or more mathematicians interested in
collaborating on a project involving the application of new approximate
schemes for dense matrix algebra (multi-grid or wavelet transform
based) to a problem in optimal data assimilation using various versions
of the Kalman filter.

The matrices are very large, O(10**4) to O(10**5), and dense, but
hierarchically band dominant. For the mathematician, the project
would involve the derivation of error bounds for the approximate
scheme(s) for a class of matrices that differ slightly from those
studied in the recent literature, and assistance in developing
efficient parallel algorithms. From the dynamical side, we wish to
investigate the properties of the Kalman filter (i.e. its loss of
optimality) for various types and degrees of degradation of the
information content of the error covariance array.

We are interested in pursuing funding through both the NSF
math/geosciences collaboration initiation program (NSF 92-127) and
through the new round of the NSF HPCC program (as part of a larger
group of investigators).

John D. McCalpin, University of Delaware
Ichiro Fukumori, JPL/NASA

John D. McCalpin
Assistant Professor
College of Marine Studies, U. Del.
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