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Coordinate-Wise Descent Methods for Leading Eigenvalue Problem

Speaker

Yingzhou Li, Department of Mathematics, Duke University

Time

2018.12.13 14:00-15:00

Venue

601 Pao Yue-Kong Library

Abstract

Leading eigenvalue problems for large scale matrices arise in many applications. Coordinate-wise descent methods are considered in this work for such problems based on a reformulation of the leading eigenvalue problem as a non-convex optimization problem. The convergence of several coordinate-wise methods is analyzed and compared. Numerical examples of applications to quantum many-body problems demonstrate the efficiency and provide benchmarks of the proposed coordinate-wise descent methods.