Publications related to Iterative refinement of Schur decompositions

MATHICSE Technical Report : A fast spectral divide-and-conquer method for banded matrices

Based on the spectral divide-and-conquer algorithm by Nakatsukasa and Higham [SIAM J. Sci. Comput., 35(3):A1325{A1349, 2013], we propose a new algorithm for computing all the eigenvalues and eigenvectors of a symmetric banded matrix. For this purpose, we c ...

MATHICSE2018

Dependence of the L-Mode scrape-off layer power fall-off length on the upper triangularity in TCV

Stefano Coda, Holger Reimerdes, Benoît Labit, Christian Gabriel Theiler, Antoine Pierre Emmanuel Alexis Merle, Roberto Maurizio, Bernhard Sieglin

This paper reports on experimental observations on TCV with a scan in upper triangularity

{\delta }_{\mathrm{up}}

, including negative triangularity, focusing on the power fall-off length

{\lambda }_{{\rm{q}}}

in L-Mode. The upper triangularity is scann ...

2018

On multivariate trace inequalities of Sutter, Berta, and Tomamichel

Marius Christopher Lemm

We consider a family of multivariate trace inequalities recently derived by Sutter, Berta, and Tomamichel. These inequalities generalize the Golden-Thompson inequality and Lieb’s triple matrix inequality to an arbitrary number of matrices in a way that fea ...

2018

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

Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data

Volkan Cevher, Alp Yurtsever

Several important applications, such as streaming PCA and semidefinite programming, involve a large-scale positive-semidefinite (psd) matrix that is presented as a sequence of linear updates. Because of storage limitations, it may only be possible to retai ...

2017

Fast Computation Of Spectral Projectors Of Banded Matrices

Daniel Kressner, Ana Susnjara

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 ...

Siam Publications2017

MATHICSE Technical Report : Solving rank structured Sylvester and Lyapunov equations

Stefano Massei

We consider the problem of efficiently solving Sylvester and Lyapunov equations of medium and large scale, in case of rank-structured data, i.e., when the coefficient matrices and the right-hand side have low-rank off- diagonal blocks. This comprises probl ...

MATHICSE2017

Pedestal properties of H-modes with negative triangularity using the EPED-CH model

Olivier Sauter, Antoine Pierre Emmanuel Alexis Merle

The EPED model has been designed to predict the pedestal height and width from a minimal set of parameters and using the stability of the pedestal region for global MHD peeling-ballooning (P-B) modes as well as local kinetic ballooning modes (KBMs). This a ...

IOPscience2017

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

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

Iterative refinement of Schur decompositions

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MATHICSE Technical Report : A fast spectral divide-and-conquer method for banded matrices

Dependence of the L-Mode scrape-off layer power fall-off length on the upper triangularity in TCV

On multivariate trace inequalities of Sutter, Berta, and Tomamichel

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

Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data

Fast Computation Of Spectral Projectors Of Banded Matrices

MATHICSE Technical Report : Solving rank structured Sylvester and Lyapunov equations

Pedestal properties of H-modes with negative triangularity using the EPED-CH model

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

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

Dependence of the L-Mode scrape-off layer power fall-off length on the upper triangularity in TCV

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

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

Fast Computation Of Spectral Projectors Of Banded Matrices

MATHICSE Technical Report : A fast spectral divide-and-conquer method for banded matrices

On multivariate trace inequalities of Sutter, Berta, and Tomamichel

Pedestal properties of H-modes with negative triangularity using the EPED-CH model

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

Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data