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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
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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
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
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This paper reports on experimental observations on TCV with a scan in upper triangularity δup, including negative triangularity, focusing on the power fall-off length λq in L-Mode. The upper triangularity is scann ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
