from the Institute for Numerical Analysis at the National Bureau of Standards. Solve , A.K.A. most ubiquitous problem in Scientific Computing. Problem: when A is huge. E.g. Gaussian Elimination: Solution: iterative methods! Krylov subspace of dimension k, with
Watson Research Center and John Tukey of Princeton University and AT&T Bell Labs. Described by this guy (G. Strang) as “the most important numerical algorithm of our lifetime”. Takes discrete FT from to Given, the DFT is defined as: G