Recursive blocked algorithms for linear systems with Kronecker product structure

发布者：季洁发布时间：2019-10-11浏览次数：212

Speaker:	Minhong Chen, Zhejiang Sci-Tech University
Host:	Meiyue Shao, School of Data Science, Fudan University
Time:	14:00-15:00, October 11, 2019
Location:	Zibin N102, Fudan University

Abstract:	Recursive blocked algorithms have proven to be highly efficient at the numerical solution of the Sylvester matrix equation and its generalizations. In this work, we show that these algorithms extend in a seamless fashion to higher-dimensional variants of generalized Sylvester matrix equations, as they arise from the discretization of PDEs with separable coefficients or the approximation of certain models in macroeconomics. By combining recursions with a mechanism for merging dimensions, an efficient algorithm is derived that outperforms existing approaches based on Sylvester solvers.

Bio:	陈敏红，浙江理工大学，讲师，于2014年毕业于浙江大学数学系。现主持国家自然科学基金青年基金一项，浙江省自然科学基金青年基金一项，主要的研究兴趣为科学计算，数值代数，主要研究求解线性方程组，非线性方程组的迭代算法构造及收敛性理论构建。