Publications associées à Block variants of Hammarling's method for solving Lyapunov equations

On the fast assemblage of finite element matrices with application to nonlinear heat transfer problems

The finite element method is a well-established method for the numerical solution of partial differential equations (PDEs), both linear and nonlinear. However, the repeated re -assemblage of finite element matrices for nonlinear PDEs is frequently pointed ...

ELSEVIER SCIENCE INC2023

IMPROVED VARIANTS OF THE HUTCH plus plus ALGORITHM FOR TRACE ESTIMATION

Daniel Kressner, Ulf David Persson, Alice Cortinovis

This paper is concerned with two improved variants of the Hutch++ algorithm for estimating the trace of a square matrix, implicitly given through matrix-vector products. Hutch++ combines randomized low-rank approximation in a first phase with stochastic tr ...

SIAM PUBLICATIONS2022

Efficient Learning of a Linear Dynamical System with Stability Guarantees

Daniel Kuhn, Wouter Jongeneel, Tobias Sutter

We propose a principled method for projecting an arbitrary square matrix to the non- convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an information-theoretic sense and ...

2021

Feedback Control Design Maximizing the Region of Attraction of Stochastic Systems Using Polynomial Chaos Expansion

Petr Listov

A feedback control design is proposed for stochastic systems with finite second moment which aims at maximising the region of attraction of the equilibrium point. Polynomial Chaos (PC) expansions are employed to represent the stochastic closed loop system ...

2020

On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices

Daniel Kressner, Stefano Massei, Alice Cortinovis

The problem of finding a k x k submatrix of maximum volume of a matrix A is of interest in a variety of applications. For example, it yields a quasi-best low-rank approximation constructed from the rows and columns of A. We show that such a submatrix can a ...

ELSEVIER SCIENCE INC2020

Rational Krylov for Stieltjes matrix functions: convergence and pole selection

Stefano Massei

Evaluating the action of a matrix function on a vector, that is

x=f(\mathcal M)v

, is an ubiquitous task in applications. When

\mathcal M

is large, one usually relies on Krylov projection methods. In this paper, we provide effective choices for the pole ...

2019

MATHICSE Technical Report : On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices

Daniel Kressner, Stefano Massei, Alice Cortinovis

The problem of finding a

k\times k

submatrix of maximum volume of a matrix A is of interest in a variety of applications. For example, it yields a quasi-best low-rank approximation constructed from the rows and columns of A. We show that such a submatrix ...

MATHICSE2019

Low-Rank Updates And A Divide-And-Conquer Method For Linear Matrix Equations

Daniel Kressner, Stefano Massei

Linear matrix equations, such as the Sylvester and Lyapunov equations, play an important role in various applications, including the stability analysis and dimensionality reduction of linear dynamical control systems and the solution of partial differentia ...

SIAM PUBLICATIONS2019

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 proble ...

SIAM PUBLICATIONS2018

Rayleigh-Taylor instability under a spherical substrate

François Gallaire, Gioele Mariano Nicolò Balestra, David Minh-Phuc Nguyen

We investigate the Rayleigh-Taylor instability of a thin viscous film coating the inside of a spherical substrate. The aim of this work is to find and characterize the instability pattern in this spherical geometry. In contrast to the Rayleigh-Taylor insta ...

2018

Block variants of Hammarling's method for solving Lyapunov equations

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On the fast assemblage of finite element matrices with application to nonlinear heat transfer problems

IMPROVED VARIANTS OF THE HUTCH plus plus ALGORITHM FOR TRACE ESTIMATION

Efficient Learning of a Linear Dynamical System with Stability Guarantees

Feedback Control Design Maximizing the Region of Attraction of Stochastic Systems Using Polynomial Chaos Expansion

On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices

Rational Krylov for Stieltjes matrix functions: convergence and pole selection

MATHICSE Technical Report : On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices

Low-Rank Updates And A Divide-And-Conquer Method For Linear Matrix Equations

Solving Rank-Structured Sylvester And Lyapunov Equations

Rayleigh-Taylor instability under a spherical substrate

Efficient Learning of a Linear Dynamical System with Stability Guarantees

On the fast assemblage of finite element matrices with application to nonlinear heat transfer problems

Solving Rank-Structured Sylvester And Lyapunov Equations

Feedback Control Design Maximizing the Region of Attraction of Stochastic Systems Using Polynomial Chaos Expansion

Rayleigh-Taylor instability under a spherical substrate

IMPROVED VARIANTS OF THE HUTCH plus plus ALGORITHM FOR TRACE ESTIMATION

Rational Krylov for Stieltjes matrix functions: convergence and pole selection

On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices

MATHICSE Technical Report : On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices

Low-Rank Updates And A Divide-And-Conquer Method For Linear Matrix Equations