演講者:Prof. Eric King-wah Chu
Monash University, Australia
日 期:2017年3月17日(星期五) 11:10
地 點:國立高雄大學理學院408室
講 題:Projection methods --- Applicability, Krylov Subspaces, Inheritance of Solvability and Error Analysis
摘 要:
We shall present a story of projection method, using algebraic and differential Riccati equations as examples. We show that the solutions are numerical low-rank, thus projection methods are applicable. Appropriate Krylov subspaces are proposed and the efficiency and errors of the associated projection methods are analysed. More importantly and for the first time, the solvability of the projected equations, previously assumed and neglected, will be proved to be inheritted from the original problems. Illustrative numerical examples will be presented.