September 16, 2019, 3:50 PM - 4:30 PM
Busch Campus Student Center
604 Bartholomew Rd
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Mark Embree, Virginia Tech
To compute a small subset of the eigenvalues of a matrix, contour integral algorithms evaluate the action of the resolvent on low-dimensional right and left subspaces, sampled at points on the contour. These algorithms have grown in popularity over the past 15 years, and hold particular promise as potential black-box solvers for nonlinear eigenvalue problems. We will describe this general class of methods, and show how they relate to system realization algorithms from control theory. This observation motivates a new method for nonlinear eigenvalue problems based on rational interpolation in random tangential directions. This talk describes joint work with Michael Brennan (MIT) and Serkan Gugercin (Virginia Tech).