主题：A contour-integral based method for generalized non-Hermitian eigenvalue problems

主讲人：香港科技大学尹国建博士

主持人：经济555000jc赌船顾先明博士

时间：2019年4月4日（星期四）上午9:30-10:30

地点：西南财经大学柳林校区通博楼B412会议室

主办单位：经济555000jc赌船科研处

报告人简介：

尹国建，2014年博士毕业于香港中文大学，导师陈汉夫教授。毕业之后曾先后在中国科学院深圳先进技术研究院和中山大学担任助理研究员及副研究员。目前在香港科技大学从事博士后研究，合作导师蔡剑锋教授。主要的研究兴趣包括数值线性代数，科学计算及数据科学。

主要内容：

The contour-integral based eigensolvers are the recent efforts for computing the eigenvalues inside a given region in the complex plane. The best-known members are the Sakurai-Sugiura (SS) method, and the FEAST algorithm. An attractive computational advantage of these methods is that they are easily parallelizable. The FEAST algorithm was developed for the generalized Hermitian eigenvalue problems. It is stable and accurate. However, it may fail when applied to non-Hermitian problems. In this talk, we will introduce a generalized FEAST algorithm, which aims to extend FEAST to the non-Hermitian problems. Our approach can be summarized as follows: (i) construct a particular contour integral to form a search subspace containing the desired eigenspace, and (ii) use the oblique projection technique to extract desired eigenpairs with appropriately chosen test subspace. In addition, in the talk, a contour-integral based method for counting the eigenvalues inside a given region will be introduced. Numerical experiments are reported to illustrate the numerical performance of our methods.