9/13/13 Gentry

2004 - 2005 Gentry Lectures

Dr. Gene H. Golub
Stanford University

************************************************************************
Wednesday, April 6, 2005
4:00pm, West Hall Room 016
Refreshments: 3:00pm in West Hall, Room 336

(A talk for the General Audience)

A History of Numerical Linear Algebra

From the days of the first ballistic computations on digital computers, the vast
majority of computer time used for scientific computation is spent on linear algebra
problems. Pioneers like Lanczos, von Neumann, and Wilkinson led a revolution in
advanced computing using machines like the ENIAC and ACE in the early and
middle years of this century. We shall describe some pioneers in numerical linear
algebra and their influence. Over the years, many effective techniques have been
developed for solving scientific and engineering computing problems from ballistics to
quantum mechanics. We shall discuss several of these problems in linear algebra and
describe, in outline, their solution. Within the last decade, parallel and vector
computers have sparked a new revolution with profound affects on numerical
analysis. Some techniques banished as inferior for conventional computers have
proved to be attractive alternatives for machines with advanced architectures.
Supercomputer research has also led to improved algorithms for conventional serial
computers as well. Finally, we shall discuss some of the latest advances, results, and
current directions in scientific computation and numerical linear algebra.

************************************************************************

Thursday, April 7, 2005

4:00pm, West Hall Room 016
Refreshments: 3:00pm in West Hall, Room 336

Solution of Non-Symmetric, Real Positive Linear Systems

The methods we discuss use a Hermitian/skew-Hermitian splitting (HSS)

iteration and its inexact variant, the inexact Hermitian/skew-Hermitian splitting
(IHSS) iteration, which employs inner iteration processes at each step of the outer
HSS iteration. Theoretical analyses show that the HSS method converges
unconditionally to the unique solution of the system of linear equations. Moreover, we
derive an upper bound of the contraction factor of the HSS iteration which is
dependent solely on the spectrum of the Hermitian part. Numerical examples are
presented to illustrate the effectiveness of both HSS and IHSS iterations. In addition,
several important generalizations are presented.

************************************************************************

www.math.wfu.edu/Events/Gentry/Golub.html 1/1