Publications associées à Algorithmes numériques et calcul haute performance - Chaire CADMOS

Rational Krylov for Stieltjes matrix functions: convergence and pole selection

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

Kathryn Dianne Lund

We analyze an expansion of the generalized block Krylov subspace framework of [Electron.\ Trans.\ Numer.\ Anal., 47 (2017), pp. 100-126]. This expansion allows the use of low-rank modifications of the matrix projected onto the block Krylov subspace and con ...

MATHICSE2019

hm-toolbox: Matlab software for HODLR and HSS matrices

Daniel Kressner, Stefano Massei

Matrices with hierarchical low-rank structure, including HODLR and HSS matrices, constitute a versatile tool to develop fast algorithms for addressing large-scale problems. While existing software packages for such matrices often focus on linear systems, t ...

2019

The time-dependent expected reward and deviation matrix of a finite QBD process

Sophie Myriam Hautphenne

Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we focus on the special case of a finite quasi-birth-and-death (QBD) process, moti ...

ELSEVIER SCIENCE INC2019

Tensor Robust Pca On Graphs

Pierre Vandergheynst, Nauman Shahid, Francesco Grassi

We propose a graph signal processing framework to overcome the computational burden of Tensor Robust PCA (TRPCA). Our framework also serves as a convex alternative to graph regularized tensor factorization methods. Our method is based on projecting a tenso ...

IEEE2019

Global eigenvalue distribution of matrices defined by the skew-shift

Marius Christopher Lemm

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

\binom{j}{2} \omega+jy+x \mod 1

for irrational

\omega

. We prove that the eigenvalue distribution of these matrices conv ...

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

MATHICSE Technical Report : Low-rank updates and divide-andconquer methods for quadratic matrix equations

Daniel Kressner, Stefano Massei

In this work, we consider two types of large-scale quadratic matrix equations: Continuous-time algebraic Riccati equations, which play a central role in optimal and robust control, and unilateral quadratic matrix equations, which arise from stochastic proc ...

MATHICSE2019

Mutual Information for Low-Rank Even-Order Symmetric Tensor Factorization

Nicolas Macris, Jean François Emmanuel Barbier, Clément Dominique Luneau

We consider a statistical model for finite-rank symmetric tensor factorization and prove a single-letter variational expression for its mutual information when the tensor is of even order. The proof uses the adaptive interpolation method, for which rank-on ...

IEEE2019

Method of displaying an image on a see-through display

Sabine Süsstrunk, Adrien Birbaumer, Martinus Bosch

The present invention concerns a method of displaying an image on a see-through display. The method comprises: obtaining (101) a first electromagnetic radiation matrix of an object, the first matrix comprising first matrix elements representing radiation i ...

2019

Algorithmes numériques et calcul haute performance - Chaire CADMOS

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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

hm-toolbox: Matlab software for HODLR and HSS matrices

The time-dependent expected reward and deviation matrix of a finite QBD process

Tensor Robust Pca On Graphs

Global eigenvalue distribution of matrices defined by the skew-shift

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

MATHICSE Technical Report : Low-rank updates and divide-andconquer methods for quadratic matrix equations

Mutual Information for Low-Rank Even-Order Symmetric Tensor Factorization

Method of displaying an image on a see-through display

hm-toolbox: Matlab software for HODLR and HSS matrices

The time-dependent expected reward and deviation matrix of a finite QBD process

MATHICSE Technical Report : Low-rank updates and divide-andconquer methods for quadratic matrix equations

Rational Krylov for Stieltjes matrix functions: convergence and pole selection

Global eigenvalue distribution of matrices defined by the skew-shift

Method of displaying an image on a see-through display

Mutual Information for Low-Rank Even-Order Symmetric Tensor Factorization

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

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

Tensor Robust Pca On Graphs