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math.NA2024
A preconditioned inverse iteration with an improved convergence guarantee
Foivos Alimisis, Daniel Kressner, Nian Shao +1
Preconditioned eigenvalue solvers offer the possibility to incorporate preconditioners for the solution of large-scale eigenvalue problems, as they arise from the discretization of…
math.NA2024
Computing Functions of Symmetric Hierarchically Semiseparable Matrices
Angelo A. Casulli, Daniel Kressner, Leonardo Robol
The aim of this work is to develop a fast algorithm for approximating the matrix function of a square matrix that is symmetric and has hierarchically semiseparable (HSS)…
math.NA2022
Streaming Tensor Train Approximation
Daniel Kressner, Bart Vandereycken, Rik Voorhaar
Tensor trains are a versatile tool to compress and work with high-dimensional data and functions. In this work we introduce the Streaming Tensor Train Approximation (STTA), a new c…