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Matrix Computation and Its Applications
10:30 - 12:30, February 14, 2017 (Tuesday)
SC317, National Chiao Tung University Science Building III
(國立交通大學科學三館 SC317)
A Short Tour of Projection Methods for Matrix Equations: Introduction of Projection Methods
Eric K.W. Chu (Monash University)


We shall introduce the popular approach for solving large-scale problem. A Krylov subspace is generated by the Arnoldi process. The large-scale problem is then projected onto the subspace to a small projected problem, which is then solved by methods for problems of moderate sizes efficiently. We shall introduce some basic ideas on Krylov subspaces, Arnoldi processes, breakdowns and restarts and projection methods, in terms of linear equations and matrix eigenvalue problems.


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