Computational Analysis Seminar

Peter Oswald

(Jacobs University)

"Greedy meets Gauss-Southwell"


Date: Wed, September 8, 2010
Time: 11:15
Place: Research I Seminar Room

Abstract: The Gauss-Seidel method is one of the historically oldest iterative solution methods for linear systems. In the spd case, it is equivalent to a coordinate descent method. In this talk, I will present one version of this method attributed to Southwell (although already recommended by Gauss and Seidel) in which the next descent is chosen in a nonlinear, greedy fashion, and discuss the connection to more recent results on greedy algorithms in Hilbert spaces (joint work with M. Griebel).