New Algorithms for Solving Nonlinear Eigenvalue Problems

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This talk is part of the public seminar series organised by the Euler Institute (EUL). 

Speaker: 
Walter Gander, Eidgenössische Technische Hochschule Zürich (ETH Zurich), Switzerland

Abstract:
To solve a nonlinear eigenvalue problem we develop algorithms which compute zeros of $\det A(\lambda)=0$.
We show how to apply third order iteration methods for that purpose. The necessary derivatives of the determinant are computed by algorithmic differentiation. Since many nonlinear eigenvalue problems have banded matrices we also present an algorithm which makes use of their structure.

Biography:
Walter Gander is professor emeritus of ETH Zurich (Computer Science). He obtained his diploma in 1968 and his PhD in Mathematics from ETH Zurich in 1973.
1973-1987: Professor for Numerical Analysis and Computer Science at Neu-Technikum Buchs.
1977-78: Postdoc at Stanford University.
1987: Associate Professor; 1991: Full Professor for Computer Science at ETH Zurich.
1989: founder and head of the Institute of Scientific Computing.
1990-1992: chairmen of the Faculty of Computer Science.
1989 -1991: head of the Swiss Supercomputer Initiative for acquiring the national supercomputer in Manno, Switzerland.
1997-2000: chairman of the Department and director of studies of Computer Science at ETH, Zurich.
After his retirement from ETH, 2009-2020: visiting professor at Hong Kong Baptist University each Spring semester.
Prof. Gander's research interests are Scientific Computing, Numerical Linear Algebra and Parallel Computing.

Host: Prof. Michael Multerer