Numerical Analysis Group Internal Seminar

Please note that the list below only shows forthcoming events, which may not include regular events that have not yet been entered for the forthcoming term. Please see the past events page for a list of all seminar series that the department has on offer.

Past events in this series
28 January 2020
Carolin Penke

The QDWH algorithm can compute the polar decomposition of a matrix in a stable and efficient way. We generalize this method in order to compute generalized polar decompositions with respect to signature matrices. Here, the role of the QR decomposition is played by the hyperbolic QR decomposition. However, it doesn't show the same favorable properties concerning stability as its orthogonal counterpart. Remedies are found by exploiting connections to the LDL^T factorization and by employing well-conditioned permuted graph bases. The computed polar decomposition is used to formulate a structure-preserving spectral divide-and-conquer method for pseudosymmetric matrices. Applications of this method are found in computational quantum physics, where eigenvalues and eigenvectors describe optical properties of condensed matter or molecules. Additional properties guarantee fast convergence and a reduction to symmetric definite eigenvalue problems after just one step of spectral divide-and-conquer.

  • Numerical Analysis Group Internal Seminar
11 February 2020
Gianmarco Gurioli

ARC methods are Newton-type solvers for unconstrained, possibly nonconvex, optimisation problems. In this context, a novel variant based on dynamic inexact Hessian information is discussed. The approach preserves the optimal complexity of the basic framework and the main probabilistic results on the complexity and convergence analysis in the finite-sum minimisation setting will be shown. At the end, some numerical tests on machine learning problems, ill-conditioned databases and real-life applications will be given, in order to confirm the theoretical achievements. Joint work with Stefania Bellavia and Benedetta Morini (Università di Firenze). 

  • Numerical Analysis Group Internal Seminar


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