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Topics in structured linear algebra - lecture 1

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Virtualconference
Auteurs : Boito, Paola (Auteur de la Conférence)
CIRM (Editeur )

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Résumé : 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

Codes MSC :
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

Ressources complémentaires :
https://www.cirm-math.fr/RepOrga/2564/Slides/01_slidesBoito.pdf

    Informations sur la Vidéo

    Réalisateur : Hennenfent, Guillaume
    Langue : Anglais
    Date de publication : 19/03/2021
    Date de captation : 02/03/2021
    Sous collection : Research School
    arXiv category : Numerical Analysis
    Domaine : Numerical Analysis & Scientific Computing
    Format : MP4 (.mp4) - HD
    Durée : 01:39:42
    Audience : Researchers
    Download : https://videos.cirm-math.fr/2021-03-01_Boito_1.mp4

Informations sur la Rencontre

Nom de la rencontre : French Computer Algebra Days / JNCF - Journées nationales de calcul formel
Organisateurs de la rencontre : Bardet, Magali ; Busé, Laurent ; Koseleff, Pierre-Vincent ; Vaccon, Tristan
Dates : 01/03/2021 - 05/03/2021
Année de la rencontre : 2021
URL Congrès : https://conferences.cirm-math.fr/2564.html

Données de citation

DOI : 10.24350/CIRM.V.19718703
Citer cette vidéo: Boito, Paola (2021). Topics in structured linear algebra - lecture 1. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19718703
URI : http://dx.doi.org/10.24350/CIRM.V.19718703

Voir aussi

Bibliographie

  • 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. -



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