Scientific

Search Games and Optimal Kakeya Sets

Author: 
Yuval Peres
Date: 
Fri, Sep 6, 2013
Location: 
PIMS, University of British Columbia
Abstract: 

Search Games and Optimal Kakeya Sets: Yuval Peres
Based on joint work with Y. Babichenko, R. Peretz, P. Sousi and P. Winkler

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Solving linear systems by orthogonal tridiagonalization (GMINRES and/or GLSQR)

Author: 
Michael Saunders
Date: 
Thu, Aug 8, 2013 to Sat, Aug 10, 2013
Location: 
PIMS, University of British Columbia
Conference: 
Workshop on Numerical Linear Algebra and Optimization
Abstract: 

A general matrix A can be reduced to tridiagonal form by orthogonal
transformations on the left and right: UTAV = T. We can arrange that the
rst columns of U and V are proportional to given vectors b and c. An iterative
form of this process was given by Saunders, Simon, and Yip (SINUM 1988) and
used to solve square systems Ax = b and ATy = c simultaneously. (One of the
resulting solvers becomes MINRES when A is symmetric and b = c.)

The approach was rediscovered by Reichel and Ye (NLAA 2008) with emphasis
on rectangular A and least-squares problems Ax ~ b. The resulting solver was
regarded as a generalization of LSQR (although it doesn't become LSQR in
any special case). Careful choice of c was shown to improve convergence.

In his last year of life, Gene Golub became interested in \GLSQR" for
estimating cTx = bTy without computing x or y. Golub, Stoll, and Wathen
(ETNA 2008) revealed that the orthogonal tridiagonalization is equivalent to a
certain block Lanczos process. This reminds us of Golub, Luk, and Overton
(TOMS 1981): a block Lanczos approach to computing singular vectors.

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On solving indefinite least squares problems via anti-triangular factorizations

Author: 
Paul Van Dooren
Date: 
Thu, Aug 8, 2013 to Sat, Aug 10, 2013
Location: 
PIMS, University of British Columbia
Conference: 
Workshop on Numerical Linear Algebra and Optimization
Abstract: 

On solving indefinite least squares problems via anti-triangular factorizations:
Nicola Mastronardi, IAC-CNR, Bari, Italy and Paul Van Dooren, UCL, Louvain-la-Neuve, Belgium

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Eigenvalue avoided crossings

Author: 
Nick Trefethen
Date: 
Thu, Aug 8, 2013 to Sat, Aug 10, 2013
Location: 
PIMS, University of British Columbia
Conference: 
Workshop on Numerical Linear Algebra and Optimization
Abstract: 

Eigenvalue avoided crossings

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Communication-­ Avoiding Algorithms for Linear Algebra and Beyond

Author: 
James Demmel
Date: 
Thu, Aug 8, 2013 to Sat, Aug 10, 2013
Location: 
PIMS, University of British Columbia
Conference: 
Workshop on Numerical Linear Algebra and Optimization
Abstract: 

Communication-­ Avoiding Algorithms for Linear Algebra and Beyond

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The Higher Order Generalized Singular Value Decomposition

Author: 
Charles Van Loan
Date: 
Thu, Aug 8, 2013 to Sat, Aug 10, 2013
Location: 
PIMS, University of British Columbia
Conference: 
Workshop on Numerical Linear Algebra and Optimization
Abstract: 

Suppose you have a collection of data matrices each of which has the same number of columns. The HO-GSVD can be used to identify common features that are implicit across the collection. It works by identifying a certain (approximate) invariant subspace of a matrix that is a challenging combination of the collection matrices. In describing the computational process I will talk about the Higher Order
CS decomposition and a really weird optimization problem that I bet you have never seen before! Joint work with Orly Alter, Priya Ponnapalli, and Mike Saunders.

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Convex Optimization for Finding Influential Nodes in Social Networks

Author: 
Steve Vavasis
Date: 
Thu, Aug 8, 2013 to Sat, Aug 10, 2013
Location: 
PIMS, University of British Columbia
Conference: 
Workshop on Numerical Linear Algebra and Optimization
Abstract: 

Convex Optimization for Finding Influential Nodes in Social Networks. Joint work with Lisa Elkin and Ting Kei Pong of Waterloo.

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Relaxations for some NP-hard problems based on exact subproblems

Author: 
Franz Rendl
Date: 
Thu, Aug 8, 2013 to Sat, Aug 10, 2013
Location: 
PIMS, University of British Columbia
Conference: 
Workshop on Numerical Linear Algebra and Optimization
Abstract: 

Relaxations for some NP-hard problems based on exact subproblems. Joint work with E. Adams, M. Anjos (Montreal) and A. Wiegele (Klagenfurt).

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Differential equations for the approximation of the distance to the closest defective matrix

Author: 
Nicola Gugliemi
Date: 
Thu, Aug 8, 2013 to Sat, Aug 10, 2013
Location: 
PIMS, University of British Columbia
Conference: 
Workshop on Numerical Linear Algebra and Optimization
Abstract: 

Differential equations for the approximation of the distance to the closest defective matrix. Joint work with P. Butta' and S. Noschese (Università di Roma La Sapienza) and M. Manetta (Università dell'Aquila).

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