[BANANA] Correction: Seminar: Oct 19

[Gene H Golub]

Re: AFLB: October 19
4:15pm: Nick Harvey, graduate student, MIT
Title:: The Conjugate Gradient Method with Automatic Preconditioning
Room: Gates 463A

--------------------------------------------------------------------------------> 
> On Thursday, October 19, Nick Harvey, the winner of the best student
> paper prize at FOCS 2006 will be presenting.
> 
> Title: The Conjugate Gradient Method with Automatic Preconditioning
> 
> Abstract:
> 
> Solving a linear system is one of the most fundamental computational
> problems. Unfortunately, the basic algorithm that most of us learn
> (Gaussian Elimination) is often useless in practice due to slow
> running time or stability issues. Instead, it is more common to use
> iterative solvers, the simplest ones being steepest descent and
> conjugate gradient. The snag with iterative solvers is that their
> performance often depends on the "condition number" of the given
> system, so it is common to modify the system by applying a
> "preconditioner" matrix which reduces the condition number. This
> raises a key question: given a linear system, how can we find a good
> preconditioner?
> 
> In this work, we develop a variant of conjugate gradient method which
> *automatically* constructs good preconditioners. The general idea is
> very simple. We run the conjugate gradient method until it "gets
> stuck". The fact that it is stuck then implies a way to modify the
> preconditioner so that the conjugate gradient steps will be "less
> stuck" in the future.
> 
> This talk will be self-contained -- the audience only needs to know
> basic linear algebra, and how to interpret pictures of algorithms that
> are stuck.
> 
> Joint work with John Dunagan, Microsoft Research.
> 
> --++**==--++**==--++**==--++**==--++**==--++**==--++**==

> aflb-extended at lists.stanford.edu
> https://mailman.stanford.edu/mailman/listinfo/aflb-extended
> 
>


-- 
Gene H Golub
Computer Science Dept
Stanford University
Stanford, CA 94305
Phone (O) 650 723-3124,
(H) (650) 323-0105
(M) +1 650 796 5402