Join us for these events hosted by the Department of Mathematics, including colloquia, seminars, graduate student defenses and outreach, or of interest to Mathematicians hosted by other groups on campus.
Polynomials from random walks: accelerating the non-symmetric power iteration
Speaker: Peter Cowal
ABSTRACT: In numerical linear algebra, an iterative method that alternates between applying a matrix and taking linear combinations of the result corresponds to applying a polynomial to a matrix. The action of the polynomial on the eigenvalues of the matrix determines the output of the method. In this talk, we'll present a class of polynomial families based on mean-zero random walks which are closely related to Faber polynomials, with useful boundedness and rapid-growth properties on the complex plane. Additionally, we'll present a momentum-based acceleration scheme for the power iteration that significantly outperforms the power iteration for certain classes of non-symmetric matrices with small spectral gaps.This talk is based on joint work with Nicholas Marshall and Sara Pollock. Read more.
