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Modulus-based Matrix Splitting Methods for Linear Complementary Problem
Date: 2016/12/20             Browse: 169
Seminar Topic: Modulus-based Matrix Splitting Methods for Linear Complementary Problem

Speaker: Junfeng Yin
Time: Dec. 20, 10:00 a.m. - 11:00 a.m.
Venue:  Room 1B-106, SIST Building

Abstract: 
For the large sparse linear complementarity problem, a class of accelerated modulus-based matrix splitting iteration methods is established by reformulating it as a general implicit fixed-point equation, which covers the known modulus-based matrix splitting iteration methods. The convergence conditions are presented when the system matrix is either a positive definite matrix or an H +-matrix. Numerical experiments further show that the proposed methods are efficient with the applications in American option pricing and image processing.

Biography:  
殷俊锋,教授,博士生导师,同济大学风险管理研究所成员。其长期从事数值代数、并行计算和高性能计算方法等方面的研究,目前从事计算数学与科学工程学科交叉领域的探索性研究,发现揭示结构不确定性、气象灾害、海洋工程、金融风险控制的客观机理和自然规律的新模型和快速稳定有效计算方法,并分析完善其数学理论。主持国家自然科学基金2项、上海市课题1项、教育部课题1项和同济大学课题多项,先后到日本,德国,法国,瑞士等多个国家参加国际会议和进行学术访问,2009年获得上海市科委浦江人才资助,2010年荣获中国数学会应用数值代数奖,2013年荣获上海市优秀硕士论文指导老师。担任国家视频公开课《生活中的博弈论》和慕课《高等数学》课程负责人,2013年获上海市教学成果一等奖。此外,其学术兼职包括:同济大学数学系副系主任(2011.12-2016.9),上海市数学会理事(2014.10至今),《计算数学》编委(2014.9至今)。

Seminar 16088