Rational matrix algorithms for the generalized eigenvalue problem - Iterative and direct methods

Title slide

Abstract

The presentation consists out of two parts. The first part presents the connection between the well known polynomial Krylov method, commonly used as an iterative method for large scale eigenvalue problems, and the equally well known implicit QR algorithm, which is the standard direct method for small to medium sized eigenvalue problems. In the second part we consider the rational Krylov method as an iterative method for the generalized eigenvalue problem and present an analogue connection to a new, direct rational QZ method.

Date
Oct 12, 2017 12:00 PM
Location
Department of Computer Science, KU Leuven
Celestijnenlaan 200A, Leuven, 3001
Daan Camps
Daan Camps
Researcher in Advanced Technologies Group

My research interests include quantum algorithms, numerical linear algebra, tensor factorization methods and machine learning. I’m particularly interested in studying the interface between HPC and quantum computing.

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