Randomized methods for joint eigenvalue problems
Presenter
February 4, 2026
Abstract
Joint eigenvalue problems are, broadly speaking, concerned with computing common eigenvectors and the corresponding eigenvalues for families of matrices. In this talk, we will survey the development and analysis of randomized methods for solving such joint eigenvalue problems. Several applications related to signal processing and multivariate root finding will be illustrated. This talk is based on joint work with Haoze He and Bor Plestenjak.