Monday, April 18 2022
11:00pm - 12:00pm
Department Seminar
Rational extensions of the QR algorithm

Title: Rational extensions of the QR algorithm

Abstract: Decades after its conception, the implicit QR algorithm is
still the go-to algorithm for dense eigenvalue problems of modest size.
However, if you open up an optimized QR implementation, you will quickly
realize that after years of optimizations and changes, it looks nothing
like Francis' original algorithm. We present a new change to the
algorithm: a version based on rational Krylov spaces. The method
converges fast and the theory around it provides new insights in the
standard QR algorithm.

(Joint work with Daan Camps and Raf Vandebril)
Speaker:Thijs Steel
Affiliation:KU Leuven, Belgium
Location:4017 + zoom

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