Department of Mathematics Calendar
Jianfeng Lu, Duke University, Solving large-scale leading eigenvalue problem
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The leading eigenvalue problems arise in many applications. When the dimension of the matrix is super huge, such as for applications in quantum many-body problems, conventional algorithms become impractical due to computational and memory complexity. In this talk, we will describe some recent works on new algorithms for the leading eigenvalue problems based on randomized and coordinate-wise methods (joint work with Yingzhou Li and Zhe Wang).