Presentation Name: 午间学术报告会(一百二十九):Coordinate-wise descent methods for leading eigenvalue problem
Presenter: 李颖洲 青年研究员
Date: 2021-03-12
Location: 光华东主楼2201
Abstract:

Leading eigenvalue problems for large scale matrices arise in many applications. Coordinate-wise descent methods are considered in this talk for such problems based on a reformulation of the leading eigenvalue problem as a nonconvex optimization problem. The convergence of several coordinate-wise methods, including a randomized coordinate-wise method, is analyzed and compared. Numerical examples of applications to quantum many-body problems demonstrate the efficiency and provide benchmarks of the proposed coordinate-wise descent methods.

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