2:00 PM-2:45 PM
Chair: Kathryn E. Brenan, Aerospace Corporation
The speaker will give an overview of the state of the art in iterative methods for solving large linear systems. Topics to be discussed include the behavior of the conjugate gradient algorithm in finite precision arithmetic, the convergence rate of the GMRES method, and relations between various non-optimal Krylov space methods for nonsymmetric problems. Open problems will be noted and related to other areas of mathematics such as matrix completion problems and orthogonal polynomials.
Courant Institute of Mathematical Sciences, New York University
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