Concept

Schur decomposition

Related publications (87)

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

Evaluation of ICA-Based ICTD for PolSAR Data Analysis Using a Sliding Window Approach: Convergence Rate, Gaussian Sources, and Spatial Correlation

Nikola Besic

Polarimetric incoherent target decomposition aims at accessing physical parameters of illuminated scatters through the analysis of the target coherence or covariance matrix. In this framework, independent component analysis (ICA) was recently proposed as a ...

Institute of Electrical and Electronics Engineers2016

Reduced basis multiscale finite element methods for elliptic problems

Jan Sickmann Hesthaven

In this paper, we propose reduced basis multiscale finite element methods (RB-MsFEM) for elliptic problems with highly oscillating coefficients. The method is based on multiscale finite element methods with local test functions that encode the oscillatory ...

Society for Industrial and Applied Mathematics2015

Investigating profile stiffness and critical gradients in shaped TCV discharges using local gyrokinetic simulations of turbulent transport

Olivier Sauter, Laurent Villard, Stephan Brunner, Yann Camenen, Alessandro Marinoni, Gabriele Merlo

The experimental observation made on the TCV tokamak of a significant confinement improvement in plasmas with negative triangularity (delta < 0) compared to those with standard positive triangularity has been interpreted in terms of different degrees of pr ...

Iop Publishing Ltd2015

Evaluating functions of positive-definite matrices using colored-noise thermostats

Michele Ceriotti, Michele Parrinello

Many applications in computational science require computing the elements of a function of a large matrix. A commonly used approach is based on the the evaluation of the eigenvalue decomposition, a task that, in general, involves a computing time that scal ...

Amer Physical Soc2014

FETI-DP Domain Decomposition Method

Christoph Jäggli

FETI-DP is a dual iterative, nonoverlapping domain decomposition method. By a Schur complement procedure, the solution of a boundary value problem is reduced to solving a symmetric and positive definite dual problem in which the variables are directly rela ...

2014

Gait disturbances as specific predictive markers of the first fall onset in elderly people: a two-year prospective observational study

Jean-Baptiste Mignardot

Falls are common in the elderly, and potentially result in injury and disability. Thus, preventing falls as soon as possible in older adults is a public health priority, yet there is no specific marker that is predictive of the first fall onset. We hypothe ...

Frontiers Research Foundation2014

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

On the eigenvalue decay of solutions to operator Lyapunov equations

Daniel Kressner

This paper is concerned with the eigenvalue decay of the solution to operator Lyapunov equations with right-hand sides of finite rank. We show that the kth (generalized) eigenvalue decays exponentially in root k, provided that the involved operator A gener ...

Elsevier Science Bv2014

Path-following gradient-based decomposition algorithms for separable convex optimization

Quoc Tran Dinh

A new decomposition optimization algorithm, called path-following gradient-based decomposition, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this algorithm does not require ...

Springer Verlag2014

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