Speaker
Cade Ballew
(University of Washington)
Description
The Akhiezer iteration is a new iterative method for solving indefinite linear systems and computing matrix functions. The iteration uses orthogonal polynomial recurrence coefficients to efficiently compute the action of a matrix polynomial to a vector without computing inner products. It features an a priori computable convergence rate and is often faster in practice than standard Krylov subspace methods.
We present extensions of the Akhiezer iteration to large-scale linear matrix equations, such as the Sylvester equation $AX+XB=C$, arising from model order reduction problems.
Author
Cade Ballew
(University of Washington)
Co-authors
Prof.
Heather Wilber
(University of Washington)
Prof.
Thomas Trogdon
(University of Washington)