11 papers
Divide and conquer methods for functions of matrices with banded or hierarchical low-rank structure
Alice Cortinovis, Daniel Kressner, Stefano Massei
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer m…
Hierarchical adaptive low-rank format with applications to discretized PDEs
Stefano Massei, Leonardo Robol, Daniel Kressner
A novel compressed matrix format is proposed that combines an adaptive hierarchical partitioning of the matrix with low-rank approximation. One typical application is the approxima…
Mixed precision recursive block diagonalization for bivariate functions of matrices
Stefano Massei, Leonardo Robol
Various numerical linear algebra problems can be formulated as evaluating bivariate function of matrices. The most notable examples are the Fréchet derivative along a direction, th…
Some algorithms for maximum volume and cross approximation of symmetric semidefinite matrices
Stefano Massei
Finding the submatrix of maximum volume of a matrix is an NP hard problem that arises in a variety of applications. We propose a new greedy…
Compress-and-restart block Krylov subspace methods for Sylvester matrix equations
Daniel Kressner, Kathryn Lund, Stefano Massei +1
Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, e.g., from the discretization of part…
A computational framework for two-dimensional random walks with restarts
Dario A. Bini, Stefano Massei, Beatrice Meini +1
The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a…