报告题目:Extended Newtontype method for inverse singular value problems
with multiple and/or zero singular values
报告人:李冲
报告时间:8月31日 15:00
报告地点:勤园21-304
报告摘要: In this talk, we study the issue of numerically solving inverse singular
valueproblems
(ISVPs). Motivated by the Newton-type method introduced in [2]
for solving ISVPs with distinct and positive singular values, we propose an
extended Newton-type method working for ISVPs with multiple and/or zero
singular values. Because of the absence of some important and crucial proper-
ties, the approach/technique used in the case of distinct and positive singular
values no longer works for the case of multiple and/or zero singular values,
and we develop a new approach/technique to treat the case of multiple and/or
zero singular values. Under the standard nonsingularity assumption of the
relative generalized Jacobian matrix at a solution, the quadratic convergence
result is established for the extended Newton-type method, and numerical
experiments are provided to illustrate the convergence performance of the ex-
tended method. Our extended method and convergence result in the present
paper improve and extend significantly the corresponding ones in [1, 2, 3] for
the special cases of distinct positive singular values and/or of the square.
References
[1] Z. J. Bai, B. Morini, and S. F. Xu, On the local convergence of an
iterative approach for inverse singular value problems, J. Comput. Appl.
Math., 198 (2007), pp. 344-360.
[2] M. T. Chu, Numerical methods for inverse singular value problems,
SIAM J. Numer. Anal., 29 (1992), pp. 885-903.
[3] W. P. Shen, Y. H. Hu, C. Li, and J. C. Yao, Convergence of the
Newton-type method for the square inverse singular value problems with multiple and
zero singular values, Appl. Numer. Math., 143 (2019), pp.172-187.
报告人简介:李冲,浙江大学数学系教授,博士生导师。现任《高等学校计算数学学报》以及多个国际刊物的编委。主要从事非线性逼近与优化、数值泛函分析、数值代数、算法复杂性分析、机器学习等领域的研究。先后主持中国国家自然科学基金、西班牙及南非国家自然科学基金等近二十项,出版专著1部,在SCI期刊上发表论文近200篇, 特别是在优化理论和计算数学的顶级刊物SIAM J Optim., Math. Program,SIAM J. Control Optim.以及SIAM J.Numer. Anal上发表论文近30篇。1992年起享受国务院政府特殊津贴,获浙江省教委科技进步奖一、二等奖等奖励,原商业部有突出贡献的中青年专家、江苏省第七届青年科学家等,2004年获教育部首届新世纪优秀人才计划资助。