题目:A Riemannian Inexact Newton-CG Method for Constructing A Nonnegative Matrix with Prescribed Realizable Spectrum
时间:2018.3.23上午10:10-11:10
地点:尚贤楼808室
主持人:徐玮玮副教授
摘要:This talk is concerned with the inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed realizable spectrum. We first reformulate the inverse eigenvalue problem as an under-determined constrained nonlinear matrix equation over several matrix manifolds. Then we propose a Riemannian inexact Newton-CG method for solving the nonlinear matrix equation. The global and quadratic convergence of the proposed method is
established under some assumptions. We also extend the proposed method to the case of prescribed entries. Finally, numerical experiments are reported to illustrate the efficiency of the proposed method.
报告人简介:
白正简,厦门大学数学科学学院教授,博士生导师。博士毕业于香港中文大学数学系,随后在新加坡国立大学数学系从事博士后研究工作。现任中国计算数学学会第九届理事会理事。教育部新世纪优秀人才支持计划获得者,福建省杰出青年科学基金获得者。2010年获得福建省科学技术奖二等奖。目前从事数值线性代数,非线性特征值问题,特征值反问题及其数值最优化方法,黎曼流形上的优化算法等方面研究。近期发表SCI论文40余篇,其中在SIAM J. Matrix Anal. Appl., SIAM J. Numer. Anal.,SIAM J. Sci. Comput.等国际顶级学术期刊上发表学术论文15余篇。