报告题目∶Fast Newton Methods 报告人∶ Prof. Thomas F. Coleman Professor, Combinatorics and Optimization Dean, Faculty of Mathematics University of Waterloo 报告时间∶9月27日(星期四)下午∶15:30-16:30 报告地点∶蓝白楼311, 中国科学院数学与系统科学研究院 报告摘要∶ Many vector-valued functions, representing expensive computations, are also structured computations. In this case the calculation of the Newton step can be greatly accelerated by exploiting this structure. It is often not necessary, nor economic, to form the true Jacobian in the process of computing the Newton step; instead, a more cost-effective auxiliary Jacobian matrix is used. This auxiliary matrix can be sparse even when the true Jacobian matrix is dense; consequently, sparse matrix technology can be used, to great speed advantage, both in forming the auxiliary matrix and in so lving the auxiliary linear system.