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Arnoldi and Lanczos Methods in Approximation Theory

Giuseppe Pitton
Location: 
A-133
Schedule: 
Friday, May 19, 2017 - 14:00
Abstract: 

In this talk I will give an introduction to Arnoldi and Lanczos methods, two of the most popular iterative techniques for the approximate solution of large linear systems. If time permits, I will discuss some auxiliary topics, such as the connection between Lanczos methods and Padé approximants, convergence theory, and applications to dynamical systems.

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