Computing the rightmost eigenmatrix of a class of linear operators exploiting low-rank structure (L'Aquilla)

03.12.2019 14:00

In this talk a new method to approximate the rightmost eigenmatrix of a linear matrix valued operator is discussed. The basic idea is that of integrating a suitable system of ODEs whose solution generically either converges to the rightmost eigenmatrix or to a periodic orbit, whose knowledge allows to compute the rightmost (complex) eigenmatrices. Since interesting applications are characterized by a low-rank property, the ODE is projected onto a fixed-rank manifold and integrated to provide approximations to such eigensolutions.

The talk is based on an ongoing project with Daniel Kressner (EPFL) and Carmen Scalone (University of L'Aquila).

Lieu

salle 623, Séminaire d'analyse numérique

entrée libre