MATHICSE Technical Report : Low-rank updates and divide-andconquer methods for quadratic matrix equations
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This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image, or sketch, of the matrix. These methods can preserve structural properties of the input matrix, such as positive-semidefinite ...
Society for Industrial and Applied Mathematics2017
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 ...
Extracting low dimensional structure from high dimensional data arises in many applications such as machine learning, statistical pattern recognition, wireless sensor networks, and data compression. If the data is restricted to a lower dimensional subspace ...
Institute of Electrical and Electronics Engineers2012
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 ...
We consider the approximate computation of spectral projectors for symmetric banded matrices. While this problem has received considerable attention, especially in the context of linear scaling electronic structure methods, the presence of small relative s ...
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By focusing on linear ...
A definition of bivariate matrix functions is introduced and some theoretical as well as algorithmic aspects are analyzed. It is shown that our framework naturally extends the usual notion of (univariate) matrix functions and allows to unify existing resul ...
The focus of this thesis is on developing efficient algorithms for two important problems arising in model reduction, estimation of the smallest eigenvalue for a parameter-dependent Hermitian matrix and solving large-scale linear matrix equations, by extra ...
Linear matrix equations, such as the Sylvester and Lyapunov equations, play an important role in various applications, including the stability analysis and dimensionality reduction of linear dynamical control systems and the solution of partial differentia ...
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 ...