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澳大利亚Monash University Eric King-wah Chu教授来我院作报告

时间:2012-05-28来源:mg游戏平台点击:1746
    5月25日下午3:00,澳大利亚Monash University数学学院教授Eric King-wah Chu应邀来我院作了题为:“Structure-Preserving Doubling Algorithm”的学术报告。
    Eric King-wah Chu1976年毕业于香港中文大学,主修数学,辅修计算机科学,1978年和1981年在英国University of Bath获硕士和博士学位,现任澳大利亚Monash University数学学院教授。长期从事数值分析、控制系统设计、最优化、积分方程等领域的研究。在国际重要学术刊物如SIAM J. Matrix Anal. Applic.、SIAM J. Numer. Anal.、Numer. Math.、IEEE Trans. Autom. Control等发表论文70多篇。曾任英国Bath大学和Oxford大学、加拿大Calgary大学和Waterloo大学、新加坡国立大学、北京大学、复旦大学、台湾清华大学和交通大学等访问教授。
 
报告摘要:
    The structure-preserving doubling algorithm is well-known before the 1970's for the solution of discrete-time algebraic Riccati equations. It was forgotten and then rediscovered in 2004. Since then, it has been extended to several versions for various algebraic Riccati and nonlinear matrix equations, as well as palindromic eigenvalue problems, for several interesting and important applications in mathematics and engineering. Recently, it has been adapted for several large-scale problems successfully, with an O(n) computational complexity and memory requirement. In this talk, we shall present this fascinating story of the successful reborn method.

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