Numerical Algorithms and High-Performance Computing - CADMOS Chair

Chair

Related publications (333)

L-2-cohomology and complete Hamiltonian manifolds

Tudor Ratiu

A classical theorem of Frankel for compact Kahler manifolds states that a Kahler S-1-action is Hamiltonian if and only if it has fixed points. We prove a metatheorem which says that when the Hodge theory holds on non-compact manifolds, Frankel's theorem st ...

Elsevier2015

Faster ECC over $\mathbb{F}_{2^{521}-1}$

Robert Granger

In this paper we present a new multiplication algorithm for residues modulo the Mersenne prime

2^{521}−1

. Using this approach, on an Intel Haswell Core i7-4770, constant-time variable-base scalar multiplication on NIST’s (and SECG’s) curve P-521 requires ...

Springer Berlin Heidelberg2015

Evaluating functions of positive-definite matrices using colored-noise thermostats

Michele Ceriotti, Michele Parrinello

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 ...

Amer Physical Soc2014

Memory-efficient Arnoldi algorithms for linearizations of matrix polynomials in Chebyshev basis

Daniel Kressner

Novel memory-efficient Arnoldi algorithms for solving matrix polynomial eigenvalue problems are presented. More specifically, we consider the case of matrix polynomials expressed in the Chebyshev basis, which is often numerically more appropriate than the ...

Wiley-Blackwell2014

MATHICSE Technical Report : Low-rank tensor approximation for high-order correlation functions of Gaussian random fields

Fabio Nobile, Daniel Kressner, Christine Tobler, Rajesh Kumar

Gaussian random fields are widely used as building blocks for modeling stochastic processes. This paper is concerned with the efficient representation of d-point correlations for such fields, which in turn enables the representation of more general stochas ...

MATHICSE2014

Low-Rank Tensor Methods for Communicating Markov Processes

Daniel Kressner, Francisco Santos Paredes Quartin de Macedo

Stochastic models that describe interacting processes, such as stochastic automata networks, feature a dimensionality that grows exponentially with the number of processes. This state space explosion severely impairs the use of standard methods for the num ...

Springer-Verlag Berlin2014

An indefinite variant of LOBPCG for definite matrix pencils

Daniel Kressner, Meiyue Shao

In this paper, we propose a novel preconditioned solver for generalized Hermitian eigenvalue problems. More specifically, we address the case of a definite matrix pencil , that is, A, B are Hermitian and there is a shift such that is definite. Our new meth ...

Springer2014

Appearing frequently in applications, generalized eigenvalue problems represent one of the core problems in numerical linear algebra. The QZ algorithm of Moler and Stewart is the most widely used algorithm for addressing such problems. Despite its importan ...

Siam Publications2014

Low-Rank Tensor Methods With Subspace Correction For Symmetric Eigenvalue Problems

Daniel Kressner, André Uschmajew, Michael Maximilian Steinlechner

We consider the solution of large-scale symmetric eigenvalue problems for which it is known that the eigenvectors admit a low-rank tensor approximation. Such problems arise, for example, from the discretization of high-dimensional elliptic PDE eigenvalue p ...

Siam Publications2014

Subspace Methods For Computing The Pseudospectral Abscissa And The Stability Radius

Daniel Kressner

The pseudospectral abscissa and the stability radius are well-established tools for quantifying the stability of a matrix under unstructured perturbations. Based on first-order eigenvalue expansions, Guglielmi and Overton [SIAM J. Matrix Anal. Appl., 32 (2 ...

Siam Publications2014

Faster ECC over $\mathbb{F}_{2^{521}-1}$

Robert Granger

In this paper we present a new multiplication algorithm for residues modulo the Mersenne prime

2^{521}−1

. Using this approach, on an Intel Haswell Core i7-4770, constant-time variable-base scalar multiplication on NIST’s (and SECG’s) curve P-521 requires ...

Springer Berlin Heidelberg2015