报告人:白中治
报告地点:数学与统计学院501室
报告时间:2018年06月11日星期一16:00-17:00
邀请人:
报告摘要:
For solving large scale system of linear equations by iteration methods, we introduce an effective probability criterion for selecting the working rows from the coefficient matrix and construct a greedy randomized Kaczmarz method. It is proved that this method converges to the unique least-norm solution of the linear system when it is consistent. Theoretical analysis demonstrates that the convergence rate of the greedy randomized Kaczmarz method is much faster thanthe randomized Kaczmarz method, and numerical results show that the greedy randomized Kaczmarz methodis more efficient than the randomized Kaczmarz method, too.In addition, by introducing a relaxation parameter in the involved probability criterion, we further generalize the greedy randomized Kaczmarz method, obtaininga class of relaxed greedy randomized Kaczmarz methods. Both theoretical validation and numerical verification show that these methods can be more efficient than the greedy randomized Kaczmarz method if the relaxation parameter is chosen appropriately.
主讲人简介:
白中治,中国科学院数学与系统科学研究院研究员,1999年获得中国科学院青年科学家奖二等奖、2000年获得国务院政府特殊津贴、2005年获得国家杰出青年科学基金、2009年获得冯康科学计算奖,2006 年入选新世纪百千万人才工程计划(国家级人选)。研究领域主要有线性与非线性数值代数、并行计算及其应用等。发表学术论文200余篇。主持过国家自然科学基金和国际合作交流基金,并参加过国家重点基础研究规划“973”项目。1996 年以来,应邀在国际学术会议上做邀请报告多次;并在美国、俄罗斯、英国、瑞士、日本、香港及荷兰的多所著名大学或研究机构做学术报告。现任《Numerical Linear Algebra with Applications》、《Journal of Computational and Applied Mathematics》、《Numerical Algorithms》、《计算数学》等国内外著名杂志的编委。