Quadrature, Matrix Functionals and Large Scale Scientific Computing.

Daniela Calvetti

Department of Mathematics, CWRU

Friday, January 18, at 327 Yost
Refreshments: 3:00 - 3:30 p.m, Talk: 3:30 - 4:30 p.m.

The aim of most research in Scientific Computing is to develop new efficient numerical methods for the solution of large problems in Science and Engineering. Due to measurement errors in the data, the need to terminate the computations in reasonable time, and the propagation of round-off errors, one generally only can compute approximate solutions to large problems. This talk proposes some new techniques to assess the accuracy of the computed approximate solutions of large linear systems of equations, using orthogonal polynomials and Gauss quadrature rules to inexpensively compute upper and lower bounds of certain matrix functionals. The successful application of these techniques to the determination of the value of the regularization parameter for large ill-posed problems also will be described.


Questions? Nidhan Choudhuri