Seminar series
Date
Tue, 28 Jan 2014
Time
14:00 -
14:30
Location
L5
Speaker
Rachael Tappenden
Organisation
University of Edinburgh
The accurate and efficient solution of linear systems $Ax=b$ is very important in many engineering and technological applications, and systems of this form also arise as subproblems within other algorithms. In particular, this is true for interior point methods (IPM), where the Newton system must be solved to find the search direction at each iteration. Solving this system is a computational bottleneck of an IPM, and in this talk I will explain how preconditioning and deflation techniques can be used, to lessen this computational burden. This work is joint with Jacek Gondzio.