7 citations · 19 across the 13 of their papers we have counts for
4 papers · 1 filter
Randomized sketching of nonlinear eigenvalue problems
Stefan Güttel, Daniel Kressner, Bart Vandereycken
Rational approximation is a powerful tool to obtain accurate surrogates for nonlinear functions that are easy to evaluate and linearize. The interpolatory adaptive Antoulas--Anders…
Geodesic Convexity of the Symmetric Eigenvalue Problem and Convergence of Riemannian Steepest Descent
Foivos Alimisis, Bart Vandereycken
We study the convergence of the Riemannian steepest descent algorithm on the Grassmann manifold for minimizing the block version of the Rayleigh quotient of a symmetric matrix. Eve…
Riemannian optimization using three different metrics for Hermitian PSD fixed-rank constraints: an extended version
Shixin Zheng, Wen Huang, Bart Vandereycken +1
For smooth optimization problems with a Hermitian positive semi-definite fixed-rank constraint, we consider three existing approaches including the simple Burer--Monteiro method, a…
Low-rank Parareal: a low-rank parallel-in-time integrator
Benjamin Carrel, Martin J. Gander, Bart Vandereycken
In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used…