RQZ: A rational QZ method for the generalized eigenvalue problem

Title slide

Abstract

The multishift $QZ$ method by Moler & Stewart implicitly applies subspace iteration driven by a polynomial. We have generalized this to the $RQZ$ method, operating on two Hessenberg matrices, and employing subspace iteration driven by a rational function. This is done implicitly without computing matrix inverses. In this talk we introduce the $RQZ$ method and explore some possibilities to utilize pole selection as an additional degree of freedom.

Date
May 6, 2018 12:00 PM
Location
SIAM ALA18 - Hong Kong Baptist University
Hong Kong,
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.

Related