Publications associées à On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

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This work develops novel rational Krylov methods for updating a large-scale matrix function f(A) when A is subject to low-rank modifications. It extends our previous work in this context on polynomial Krylov methods, for which we present a simplified conve ...

SIAM PUBLICATIONS2021

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ELSEVIER SCIENCE INC2020

Global eigenvalue distribution of matrices defined by the skew-shift

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We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift

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MATHICSE2019

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

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On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

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Low-Rank Updates Of Matrix Functions Ii: Rational Krylov Methods

Certified And Fast Computations With Shallow Covariance Kernels

Compress-and-restart block Krylov subspace methods for Sylvester matrix equations

Phase retrieval in high dimensions: Statistical and computational phase transitions

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

Global eigenvalue distribution of matrices defined by the skew-shift

Rational Krylov for Stieltjes matrix functions: convergence and pole selection

MATHICSE Technical Report: Block Krylov subspace methods for functions of matrices II: Modified block FOM

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

Accelerated Stochastic Matrix Inversion: General Theory and Speeding up BFGS Rules for Faster Second-Order Optimization

Low-Rank Updates Of Matrix Functions Ii: Rational Krylov Methods

Global eigenvalue distribution of matrices defined by the skew-shift

Certified And Fast Computations With Shallow Covariance Kernels

Compress-and-restart block Krylov subspace methods for Sylvester matrix equations

Accelerated Stochastic Matrix Inversion: General Theory and Speeding up BFGS Rules for Faster Second-Order Optimization

MATHICSE Technical Report: Block Krylov subspace methods for functions of matrices II: Modified block FOM

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

Phase retrieval in high dimensions: Statistical and computational phase transitions

Rational Krylov for Stieltjes matrix functions: convergence and pole selection

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