En poursuivant votre navigation sur ce site, vous acceptez l'utilisation d'un simple cookie d'identification. Aucune autre exploitation n'est faite de ce cookie. OK
1

Topics in structured linear algebra - lecture 2

Bookmarks Report an error
Virtualconference
Authors : Boito, Paola (Author of the conference)
CIRM (Publisher )

Loading the player...

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

    Information on the Video

    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

Information on the Event

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

Citation Data

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

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. -



Bookmarks Report an error