Randomized sketching of Krylov methods in numerical linear algebra

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• Stefan Guettel (Manchester)
• Thursday 06 July 2023, 15:00-16:00
• Centre for Mathematical Sciences, MR14.

If you have a question about this talk, please contact Matthew Colbrook.

Many large-scale computations in numerical linear algebra are powered by Krylov methods, including the solution of linear systems of equations, least squares problems, linear and nonlinear eigenvalue problems, matrix functions and matrix equations, etc. We will discuss some recent ideas to speed up Krylov methods for these tasks using randomized sketching, and highlight some of the key challenges for future research.

This talk is part of the Applied and Computational Analysis series.

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