Date
Thu, 19 Jun 2014
14:00
Location
Rutherford Appleton Laboratory, nr Didcot
Speaker
Dr Rachael Tappenden
Organisation
Edinburgh University

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 is joint work with Jacek Gondzio.

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