Randomized methods for joint eigenvalue problems
Daniel Kressner· École Polytechnique Fédérale de Lausanne
Wed, Feb 4 · 15:30 UTC · Providence, USA · In person
Daniel Kressner surveys randomized algorithms for joint eigenvalue problems: finding common eigenvectors and their eigenvalues across a family of matrices. The talk covers algorithm development and analysis, with examples from signal processing and multivariate root finding. Joint work with Haoze He and Bor Plestenjak.