Masterabschlussmodul Numerik

Im Rahmen des Masterabschlussmodul Numerik spricht am

Mittwoch, den 19.03.2025 von 10.15 – 11.45 Uhr, im Raum W01 0-006

Herr Till Tätzler 

über

“The convergence behavior of the projected Rayleigh quotient iteration“

Abstract:

There is a large number of algorithms for solving matrix eigenvalue problems. One of them, the so-called Rayleigh Quotient Iteration (RQI), is used to solve the problem in the case of normal matrices for almost all starting vectors. It only requires an approximate eigenvector which is close to the target eigenvector as an input. But in some cases the iteration converges to another eigenvector which is significantly distant from the input vector. The Projected Rayleigh Quotient Iteration (PRQI) is a recent extension of RQI for the special case of Hermitian matrices which is capable to overcome the above mentioned drawback. In this talk we will introduce the PRQI, study its convergence behaviour and attempt to fill existing gaps in the convergence theory.

Interessierte sind herzlich eingeladen.

gez. Prof. Dr. Alexey Chernov