报告人:贾仲孝
报告地点:数学与统计学院104报告厅
报告时间:2019年06月01星期六10:00-11:00
邀请人:
报告摘要:
We make a convergence analysis of the harmonic and refined harmonic extraction versions of Jacobi-Davidson SVD (JDSVD) type methods for computing one or more interior singular triplets of a large matrix $A$. At each outer iteration of these methods, a correction equation, i.e., inner linear system, is solved approximately by using iterative methods, which leads to two inexact JDSVD type methods, as opposed to the exact methods where correction equations are solved exactly. Accuracy of inner iterations critically affects the convergence and overall efficiency of the inexact JDSVD methods. A central problem is how accurately the correction equations should be solved so as to ensure that both of the inexact JDSVD methods can mimic their exact counterparts well, that is, they use almost the same outer iterations to achieve the convergence. In this talk, similar to the available results on the JD type methods for large matrix eigenvalue problems, we prove that each inexact JDSVD method behaves like its exact counterpart if all the correction equations are solved with $low\ or\ modest$ accuracy during the outer iterations. Based on the theory, we propose practical stopping criteria for inner iterations. Numerical experiments confirm our theory and the effectiveness of the inexact algorithms.
主讲人简介:
贾仲孝,清华大学“百人计划”特聘教授,二级教授,博士生导师。 1993年6月在英国牛津大学被授予“第六届国际青年数值分析家奖-Leslie Fox奖”(数值分析最佳研究论文奖);在矩阵特征值问题、奇异值分解问题的数值解法的理论和算法领域做出了系统的、有重要国际影响的研究成果,在国际学术界引发了大量的后续研究。所提出的精化Rayleigh-Ritz方法与传统的标准Rayleigh-Ritz方法和调和Rayleigh-Ritz方法一道,自2000年以来被公认为是求解这两大类问题的三类投影方法之一。对于非对称情形的特征值问题,首次建立了这三类方法的普适性收敛性理论。在稀疏线性方程组的迭代法和有效预处理技术、线性最小二乘和总体最小二乘问题的扰动理论、离散不适定和反问题的正则化理论和数值解法等领域,均做出国际水平的研究成果。1995-2018年期间,在Mathematics of Computation, Numerische Mathematik, SIAM Journal on Scientific Computing, SIAM Journal on Matrix Analysis and Applications等国际顶尖和著名杂志上发表论文50多篇,研究成果被36个国家和地区的600名专家与研究人员在13部经典著作、专著、教材及500多篇论文中引用近1000篇次。