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Title: | Rayleigh Quotient Optimizations and Eigenvalue Problems |
Speaker: | Prof Zhaojun Bai, University of California, Davis, USA |
Time/Place: | 10:00 - 11:00 Zoom, (Meeting ID: 952 3457 0738) |
Abstract: | Many computational science and data analysis techniques lead to optimizing Rayleigh quotient (RQ) and RQ-type objective functions, such as computing excitation states (energies) of electronic structures, robust classification to handle uncertainty and constrained data clustering to incorporate domain knowledge. We will discuss emerging RQ optimization problems, variational principles, and reformulations to algebraic linear and nonlinear eigenvalue problems. We will show how to exploit underlying properties of these eigenvalue problems for designing fast eigensolvers, and illustrate the efficacy of these solvers in applications. |
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Learn MoreProf. M. Cheng, Dr. Y. S. Hon, Dr. K. F. Lam, Prof. L. Ling, Dr. T. Tong and Prof. L. Zhu have been awarded research grants by Hong Kong Research Grant Council (RGC) — congratulations!
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