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Applied Math Seminar

Date:
-
Location:
POT 745
Speaker(s) / Presenter(s):
Sara Pollock, University of Florida

Title: Extrapolation for eigenvalue problems: Upcycling data for faster convergence

Abstract: We will discuss accelerating convergence to numerical solutions of eigenvalue problems using a simple post-processing step applied to standard eigensolver techniques. First we will consider accelerating the standard power iteration, one of the most basic and powerful but sometimes very slow iterative methods. We will review some recent results on how we can make the power iteration faster by recombining previous iterates to form our next approximation to a solution; and, we will discuss why this works. We can also apply a similar technique to a restarted Arnoldi method to boost its performance with little additional computational cost. Numerical examples will illustrate the theory.