Session III.1 - Numerical Linear Algebra
Tuesday, June 20, 16:30 ~ 17:00
Randomization techniques for solving linear systems of equations and eigenvalue problems
Laura Grigori
EPFL, Switzerland - This email address is being protected from spambots. You need JavaScript enabled to view it.
In this talk we discuss recent progress in using randomization for solving linear systems of equations and eigenvalue problems. We present a randomized version of the Gram-Schmidt process for orthogonalizing a set of vectors and its usage in the Arnoldi iteration. This leads to introducing new Krylov subspace methods for solving large scale linear systems of equations and eigenvalue problems. The new methods retain the numerical stability of classic Krylov methods while reducing communication and being more efficient on modern massively parallel computers.
Joint work with O. Balabanov (Alpines, Inria Paris and LJLL, Sorbonne University), M. Beaupere (Alpines, Inria Paris and LJLL, Sorbonne University), V. Lederer (Alpines, Inria Paris and LJLL, Sorbonne University) and E. Timsit (Alpines, Inria Paris and LJLL, Sorbonne University).