Preconditioners based on random sampling for solving least squares problems

發布者:王丹丹發布時間:2023-05-09浏覽次數:269


江蘇省應用數學(中國礦業大學)中心系列學術報告

題目:Preconditioners based on random sampling  for solving least squares problems

報告人:殷俊鋒教授單位:同濟大學數學科學學院

間:2023512日(周五)下午16:00-17:00

地點:數學院 A310

報告人簡介:殷俊鋒,同濟大學數學科學學院教授,博導,創新創業學院副院長。主要研究方向數值代數與科學計算,計算金融,大數據和人工智能。主持及參與國家自然科學基金、上海市及教育部等科研項目10餘項,發表高水平SCI學術論文30餘篇,2009年入選上海市“浦江人才”,2010年榮獲中國數學會計算數學分會應用數值代數獎,2019年獲中國數學會計算數學分會青年創新獎(提名),現為中國工業與應用數學學會副秘書長,中國工業與應用數學學會大數據與人工智能專業委員會委員,中國高等教育學會教育數學委員會常務理事。

 

 

Abstract:

For the solution of large sparse least squares problems, preconditioned Krylov subspace methods are usually the fist choice and the preconditioners play the important roles in accelerating the convergence of the iteration. After the study on incomplete QR decomposition preconditioners based on Givens rotation, we proposed the preconditioners on random sampling and QR decomposition for solving least squares problems. Theoretical analysis and numerical experiments are presented to show the efficiency of the preconditioners, compared with the existing preconditioners.


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