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Seminario: “Rational and polynomial filtering for eigenvalue problems and the EVSL project”

Venerdì 8 Giugno 2018, ore 10:30 - Aula 1BC50 - Yousef Saad

ARGOMENTI: Seminari

Venerdì 8 Giugno 2018 alle ore 10:30 in Aula 1BC50, Yousef Saad (Department of Computer Science and Engineering - University of Minnesota - USA) terrà un seminario dal titolo “Rational and polynomial filtering for eigenvalue problems and the EVSL project”.

Abstract
This talk will discuss how filtering techniques for eigenvalue problems can be put to work to implement “spectrum slicing” strategies, i.e., strategies that extract slices of the spectrum independently. The presentation will begin with an overview of polynomial filtering, a general approach that can be quite efficient in the situation where the matrix-vector product operation is inexpensive and when a large number of eigenvalues is sought. We will present methods based on the Lanczos algorithm with and without restarts, as well as subspace iteration. An alternative to polynomial filtering that is generating a growing interest is a class of methods that exploit filtering by rational functions. Good representatives of this general approach are the FEAST eigensolver and the Sakurai-Sugiura algorithm. Here we will argue that the standard Cauchy integral &em; based approach can be substantially improved upon &em; especially when iterative solvers are involved. Finally, the talk will discuss our ongoing work to develop a code named EVSL (for eigenvalues slicing library) that implements these ideas.

Short Bio
Yousef Saad is a College of Science and Engineering (CSE) distinguished professor with the Dept of Computer Science and Engineering at the University of Minnesota. He received the "Doctorat d'Etat" from the university of Grenoble (France) in 1983. He joined the University of Minnesota in 1990 as a Professor of Computer science and a Fellow of the Minnesota Supercomputer Institute. He was head of the Dept of Computer Science and Engineering from January 1997 to June 2000, and became a CSE distinguished professor in 2005. From 1981 to 1990, he held positions at the University of California at Berkeley, Yale, the University of Illinois, and the Research Institute for Advanced Computer Science (RIACS). His current research interests include: numerical linear algebra, sparse matrix computations, iterative methods, parallel computing, numerical methods for electronic structure, and linear algebra methods in data mining. He is the author of two monographs and over 190 journal articles. He is also the developer or co-developer of several software packages for solving sparse linear systems of equations and eigenvalue problems including SPARSKIT, pARMS, ITSOL, and EVSL. Yousef Saad is a SIAM fellow (class of 2010) and a fellow of the AAAS (2011).

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