Sketched and truncated Krylov subspace methods for matrix equations

21.11.2023 14:00 – 15:00

Sketching can be seen as a randomized dimensionality reduction technique able to preserve the main features of the original problem with probabilistic confidence.
This kind of technique is emerging as one of the most promising tools to boost numerical computations and it is quite well-known by theoretical computer scientists.
Nowadays, sketching is gaining popularity also in the numerical linear algebra community even though its use and understanding are still limited.

In this talk we will present cutting-edge results about the use of sketching in numerical linear algebra. In particular, we will focus on showing how sketching can be successfully combined with Krylov subspace methods. We will specialize our results to the solution of large-scale matrix equations, but similar techniques can be applied to a variety of important algebraic problems, including the solution of linear systems, eigenvalue problems, and the numerical evaluation of matrix functions.

This talk is based on joint work with Valeria Simoncini and Marcel Schweitzer.

Lieu

Conseil Général 7-9, Room 1-05, Séminaire d'analyse numérique

entrée libre