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MATHICSE Technical Report : Fast computation of the matrix exponential for a Toeplitz matrix

Related publications (72)

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Extent Computation under Rank-deficient Conditions

Dominique Bonvin, Julien Léo Billeter

The identification of kinetic models can be simplified via the computation of extents of reaction on the basis of invariants such as stoichiometric balances. With extents, one can identify the structure and the parameters of reaction rates individually, wh ...

2017

Quadratic variance swap models

Damir Filipovic, Loriano Mancini

We introduce a novel class of term structure models for variance swaps. The multivariate state process is characterized by a quadratic diffusion function. The variance swap curve is quadratic in the state variable and available in closed form, greatly faci ...

Elsevier2016

MATHICSE Technical Report : A reduced basis approach to large-scale pseudospectra computation

Petar Sirkovic

For studying spectral properties of a non-normal matrix A ∈ Cn×n, information about its spectrum σ(A) alone is usually not enough. Effects of perturbations on σ(A) can be studied by computing ε-pseudospectra, that is the level-sets of the resolvent norm fu ...

MATHICSE2016

Projection Methods For Large-Scale T-Sylvester Equations

Daniel Kressner

The matrix Sylvester equation for congruence, or T-Sylvester equation, has recently attracted considerable attention as a consequence of its close relation to palindromic eigenvalue problems. The theory concerning T-Sylvester equations is rather well under ...

Amer Mathematical Soc2016

Accelerated Spectral Clustering Using Graph Filtering of Random Signals

Pierre Vandergheynst, Rémi Gribonval, Gilles Puy, Nicolas Tremblay

We build upon recent advances in graph signal processing to propose a faster spectral clustering algorithm. Indeed, classical spectral clustering is based on the computation of the first

k

eigenvectors of the similarity matrix' Laplacian, whose computati ...

Ieee2016

Numerical Mathematics and Advanced Applications - ENUMATH 2013

Proceedings of ENUMATH 2013, the 10th European Conference on Numerical Mathematics and Advanced Applications, Lausanne, August 2013 ...

Springer International Publishing2015

Optimal control for power generating kites

Sanket Sanjay Diwale

Numerical solutions for optimal power generation in a pumping power cycle for Airborne Wind Energy is presented. The problem is essentially an infinite horizon optimal control problem which is then attempted to solve by three methods, finite time horizon a ...

2014

Three Essays on Asset Pricing

Emmanuel Leclercq

In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...

EPFL2014

FID-guided retrospective motion correction based on autofocusing

Rolf Gruetter, Tobias Kober, Cristina Granziera, Gunnar Krüger

This work investigates the possibility of using FID navigator signals to improve the performance of a recently proposed autofocusing-based retrospective motion correction technique. FID navigators were incorporated into an MP-RAGE sequence and 3 subjects w ...

2014

Light Transport Matrix recovery for nearly planar objects

Martin Vetterli, Paolo Prandoni, Loïc Arnaud Baboulaz, Niranjan Thanikachalam

The light transport matrix has become a powerful tool for scene relighting, owing to the versatility of its representational power of various light transport phenomenon. We argue that scenes with an almost planar surface geometry, even with significant amo ...

SPIE2014

Accelerated Spectral Clustering Using Graph Filtering of Random Signals

Pierre Vandergheynst, Rémi Gribonval, Gilles Puy, Nicolas Tremblay

We build upon recent advances in graph signal processing to propose a faster spectral clustering algorithm. Indeed, classical spectral clustering is based on the computation of the first

k

eigenvectors of the similarity matrix' Laplacian, whose computati ...

Ieee2016