报告题目 (Title):The Power Method and Beyond
报告人 (Speaker):白中治(中国科学院数学与系统科学研究院研究员、国家杰青)
报告时间 (Time):2021年10月17日(周三)19:30
报告地点 (Place):腾讯会议(会议ID:422 155 663)
报告摘要:
For computing the dominant eigenvalue and the corresponding eigenvector of a real and symmetric matrix, inspired by the classic and powerful power method, we construct a general paradigm of nonstationary Richardson methods and gradient descent methods, called also as the parameterized power methods, and establish their convergence theory. This paradigm also includes the power method as a special case. Both theoretical analysis and numerical experiments show that the parameterized power methods can result in iteration methods that may be much more effective than the power method, provided the involved iteration parameters are chosen appropriately.