Publications related to MATHICSE Technical Report : Solving rank structured Sylvester and Lyapunov equations

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

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Petar Sirkovic

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 ...

EPFL2016

ALS Scheme using Extent-based Constraints for the Analysis of Chemical Reaction Systems

Dominique Bonvin, Julien Léo Billeter, Michael Amrhein

Multivariate curve resolution via alternating least squares (ALS) is used to resolve the concentration profiles C and the pure component spectra E of S species from the multivariate absorbance data A, assuming the bilinear model ...

2016

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 New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

2015

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

Idiap2015

Block-Floating-Point Enhanced MMSE Filter Matrix Computation for MIMO-OFDM Communication Systems

Andreas Peter Burg, Carl Christian Sten Dominic Senning

n this paper we present an architecture for an MMSE ﬁlter matrix computation unit for signal detection in MIMO-OFDM communication systems. We propose to compute the required matrix inverse based on a Cholesky decomposition, followed by a Gauss-Jordan matri ...

2013

Dictionary Identification - Sparse Matrix-Factorisation via $\ell_1$-Minimisation

Rémi Gribonval, Karin Schnass

This article treats the problem of learning a dictionary providing sparse representations for a given signal class, via

\ell_1

-minimisation. The problem can also be seen as factorising a

\ddim \times \nsig

matrix $Y=(y_1 \ldots y_\nsig), , y_n\in \R^\ ...

Institute of Electrical and Electronics Engineers2010

Basis Identification from Random Sparse Samples

Rémi Gribonval, Karin Schnass

This article treats the problem of learning a dictionary providing sparse representations for a given signal class, via

\ell_1

minimisation. The problem is to identify a dictionary

\dico

from a set of training samples

\Y

knowing that

\Y = \dico \X

...

2009

A Class of Integrable Flows on the Space of Symmetric Matrices

Tudor Ratiu

For a given skew symmetric real n x n matrix N, the bracket X, Y = XNY - YNX defines a Lie algebra structure on the space Sym(n, N) of symmetric n x n real matrices and hence a corresponding Lie-Poisson structure. The purpose of this paper is to inves ...

Springer Verlag2009

MATHICSE Technical Report : Solving rank structured Sylvester and Lyapunov equations

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

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

ALS Scheme using Extent-based Constraints for the Analysis of Chemical Reaction Systems

Truncated low-rank methods for solving general linear matrix equations

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Block-Floating-Point Enhanced MMSE Filter Matrix Computation for MIMO-OFDM Communication Systems

Dictionary Identification - Sparse Matrix-Factorisation via $\ell_1$-Minimisation

Basis Identification from Random Sparse Samples

A Class of Integrable Flows on the Space of Symmetric Matrices

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

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Truncated low-rank methods for solving general linear matrix equations

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

ALS Scheme using Extent-based Constraints for the Analysis of Chemical Reaction Systems

Block-Floating-Point Enhanced MMSE Filter Matrix Computation for MIMO-OFDM Communication Systems

Dictionary Identification - Sparse Matrix-Factorisation via $\ell_1$-Minimisation

A Class of Integrable Flows on the Space of Symmetric Matrices

Basis Identification from Random Sparse Samples