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.