Printable PDF
Department of Mathematics,
Department of Mathematics,
University of California San Diego
****************************
Math 278B: Mathematics of Information, Data, and Signals
Ryan Schneider
UC Berkeley
Optimizing Jacobi's Method for the Symmetric Eigenvalue Problem
Abstract:
Jacobi's method is the oldest-known algorithm for the symmetric eigenvalue problem. It is also optimal; depending on the implementation, Jacobi can (1) compute small eigenvalues to higher relative accuracy than any other algorithm and (2) attain the arithmetic/communication complexity lower bounds of matrix multiplication (in both serial and parallel settings). This talk surveys efforts to optimize Jacobi as a one-algorithm case study into recent trends in numerical linear algebra. Based on joint work with James Demmel, Hengrui Luo, and Yifu Wang.
January 9, 2026
10:00 AM
APM 2402
Research Areas
Mathematics of Information, Data, and Signals****************************
