28 citations · 68 across the 25 of their papers we have counts for
6 papers · 1 filter
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…
hm-toolbox: Matlab software for HODLR and HSS matrices
Stefano Massei, Leonardo Robol, Daniel Kressner
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 e…
Rational Krylov for Stieltjes matrix functions: convergence and pole selection
Stefano Massei, Leonardo Robol
Evaluating the action of a matrix function on a vector, that is , is an ubiquitous task in applications. When is large, one usually relies on Krylov…
Low-rank updates and divide-and-conquer methods for quadratic matrix equations
Daniel Kressner, Patrick Kürschner, 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,…
On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices
Alice Cortinovis, Daniel Kressner, Stefano Massei
The problem of finding a submatrix of maximum volume of a matrix is of interest in a variety of applications. For example, it yields a quasi-best low-rank approxim…
A low-rank technique for computing the quasi-stationary distribution of subcritical Galton-Watson processes
Sophie Hautphenne, Stefano Massei
We present a new algorithm for computing the quasi-stationary distribution of subcritical Galton--Watson branching processes. This algorithm is based on a particular discretization…