3 papers
math.NA2026
Sketch low-rank dynamics: orthogonal vs. oblique projections
Benjamin Carrel, Laura Grigori
We study how sketching techniques from randomized numerical linear algebra can be incorporated into the dynamical low-rank approximation (DLRA) of large-scale matrix differential e…
math.NA2025
Interpolatory Dynamical Low-Rank Approximation: Theoretical Foundations and Algorithms
Benjamin Carrel, Daniel Kressner, Hei Yin Lam +1
Dynamical low-rank approximation (DLRA) is a widely used paradigm for solving large-scale matrix differential equations, as they arise, for example, from the discretization of time…
math.NA2025
Randomized methods for dynamical low-rank approximation
Benjamin Carrel
We introduce novel dynamical low-rank methods for solving large-scale matrix differential equations, motivated by algorithms from randomized numerical linear algebra. In terms of p…