Concept

Basic Linear Algebra Subprograms

Related publications (34)

MATHICSE Technical Report : Incremental computation of block triangular matrix exponentials with application to option pricing

Daniel Kressner, Robert Gerhard Jérôme Luce, Francesco Statti

We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option pricing in polynomia ...

MATHICSE2017

Efficient Online Processing for Advanced Analytics

Mohamed Elsayed Mohamed Ahmed El Seidy

With the advent of emerging technologies and the Internet of Things, the importance of online data analytics has become more pronounced. Businesses and companies are adopting approaches that provide responsive analytics to stay competitive in the global ma ...

EPFL2017

Efficient Incremental Data Analysis

Milos Nikolic

Many data-intensive applications require real-time analytics over streaming data. In a growing number of domains -- sensor network monitoring, social web applications, clickstream analysis, high-frequency algorithmic trading, and fraud detections to name a ...

EPFL2016

A mixed-signal computer architecture and its application to power system problems

Theodoros Kyriakidis

Radical changes are taking place in the landscape of modern power systems. This massive shift in the way the system is designed and operated has been termed the advent of the ``smart grid''. One of its implications is a strong market pull for faster power ...

EPFL2015

Truncated low-rank methods for solving general linear matrix equations

Daniel Kressner, Petar Sirkovic

This work is concerned with the numerical solution of large-scale linear matrix equations A1XB1T++AKXBKT=C. The most straightforward approach computes XRmxn from the solution of an mn x mn linear system, typically limiting the feasible values of m,n to a f ...

Wiley-Blackwell2015

A Parallel QZ Algorithm For Distributed Memory HPC Systems

Daniel Kressner

Appearing frequently in applications, generalized eigenvalue problems represent one of the core problems in numerical linear algebra. The QZ algorithm of Moler and Stewart is the most widely used algorithm for addressing such problems. Despite its importan ...

Siam Publications2014

Optimally Packed Chains of Bulges in Multishift QR Algorithms

Daniel Kressner

The QR algorithm is the method of choice for computing all eigenvalues of a dense nonsymmetric matrix A. After an initial reduction to Hessenberg form, a QR iteration can be viewed as chasing a small bulge from the top left to the bottom right corner along ...

Association for Computing Machinery2014

LINVIEW: Incremental View Maintenance for Complex Analytical Queries

Christoph Koch, Milos Nikolic, Mohamed Elsayed Mohamed Ahmed El Seidy

Many analytics tasks and machine learning problems can be naturally expressed by iterative linear algebra programs. In this paper, we study the incremental view maintenance problem for such complex analytical queries. We develop a framework, called LINVIEW ...

2014

A Novel Parallel QR Algorithm For Hybrid Distributed Memory HPC Systems

Daniel Kressner, Bo Kågström

A novel variant of the parallel QR algorithm for solving dense nonsymmetric eigenvalue problems on hybrid distributed high performance computing systems is presented. For this purpose, we introduce the concept of multiwindow bulge chain chasing and paralle ...

2010

Large occlusion completion using normal maps

Pascal Fua, Christoph Strecha, Engin Tola, Andrea Fossati

Dense disparity maps can be computed from wide-baseline stereo pairs but will inevitably contain large areas where the depth cannot be estimated accurately because the pixels are seen in one view only. A traditional approach to this problem is to introduce ...

2010

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