Authors : Boito, Paola (Author of the conference)
CIRM (Publisher )
Abstract :
Structure is a fundamental concept in linear algebra: matrices arising from applications often inherit a special form from the original problem, and this special form can be analysed and exploited to design efficient algorithms. In this short course we will present some examples of matrix structure and related applications. Here we are interested in data-sparse structure, that is, structure that allows us to represent an n × n matrix using only O(n) parameters. One notable example is provided by quasi separable matrices, a class of (generally dense) rank-structured matrices where off-diagonal blocks have low rank.
We will give an overview of the properties of these structured classes and present a few examples of how algorithms that perform basic tasks - e.g., solving linear systems, computing eigenvalues, approximating matrix functions - can be tailored to specific structures.
Keywords : structured matrices; eigenvalue computation; functions of matrices
MSC Codes :
65F15
- Eigenvalues, eigenvectors
65F60
- Matrix exponential and similar matrix functions (numerical linear algebra) - Numerical computation of matrix exponential and similar matrix functions
15B99
- Special matrices
Additional resources :
https://www.cirm-math.fr/RepOrga/2564/Slides/01_slidesBoito.pdf
Film maker : Hennenfent, Guillaume
Language : English
Available date : 19/03/2021
Conference Date : 02/03/2021
Subseries : Research School
arXiv category : Numerical Analysis
Mathematical Area(s) : Numerical Analysis & Scientific Computing
Format : MP4 (.mp4) - HD
Video Time : 01:43:33
Targeted Audience : Researchers
Download : https://videos.cirm-math.fr/2021-03-02_Boito_2.mp4
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Event Title : French Computer Algebra Days / JNCF - Journées nationales de calcul formel Event Organizers : Bardet, Magali ; Busé, Laurent ; Koseleff, Pierre-Vincent ; Vaccon, Tristan Dates : 01/03/2021 - 05/03/2021
Event Year : 2021
Event URL : https://conferences.cirm-math.fr/2564.html
DOI : 10.24350/CIRM.V.19722403
Cite this video as:
Boito, Paola (2021). Topics in structured linear algebra - lecture 2. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19722403
URI : http://dx.doi.org/10.24350/CIRM.V.19722403
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See Also
Bibliography
- AURENTZ, Jared L., MACH, Thomas, ROBOL, Leonardo, et al. Core-chasing algorithms for the eigenvalue problem. Society for Industrial and Applied Mathematics, 2018. -
- BOITO, Paola, EIDELMAN, Yuli, et GEMIGNANI, Luca. Implicit QR for companion-like pencils. Mathematics of Computation, 2016, vol. 85, no 300, p. 1753-1774. - https://doi.org/10.1090/mcom/3020
- BOITO, Paola, EIDELMAN, Yuli, et GEMIGNANI, Luca. Efficient solution of parameter‐dependent quasiseparable systems and computation of meromorphic matrix functions. Numerical Linear Algebra with Applications, 2018, vol. 25, no 6, p. e2141. - https://doi.org/10.1002/nla.2141
- EIDELMAN, Yuli, GOHBERG, Israel, et HAIMOVICI, Iulian. Separable type representations of matrices and fast algorithms. Birkhäuser, Vol 1& 2 , 2014. - http://dx.doi.org/10.1007/978-3-0348-0606-0
- HIGHAM, Nicholas J. Functions of matrices: theory and computation. Society for Industrial and Applied Mathematics, 2008. - https://doi.org/10.1137/1.9780898717778
- VANDEBRIL, Raf, VAN BAREL, Marc, et MASTRONARDI, Nicola. Matrix computations and semiseparable matrices: linear systems. JHU Press, 2007. -