Daniel Kressner
EPFL SB MATH ANCHP
MA B2 514 (Bâtiment MA)
Station 8
1015 Lausanne
+41 21 693 25 46
+41 21 693 25 79
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MA B2 514
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See http://anchp.epfl.ch for more information.Publications
Infoscience publications
Infoscience
Certified And Fast Computations With Shallow Covariance Kernels
Foundations Of Data Science. 2020. DOI : 10.3934/fods.2020022.Numerical Mathematics and Control Preface to a Special Issue Dedicated to Volker Mehrmann on the Occasion of his 65th Birthday
Vietnam Journal Of Mathematics. 2020. DOI : 10.1007/s10013-020-00451-x.Compress-and-restart block Krylov subspace methods for Sylvester matrix equations
Numerical Linear Algebra With Applications. 2020. DOI : 10.1002/nla.2339.Recursive blocked algorithms for linear systems with Kronecker product structure
Numerical Algorithms. 2020. DOI : 10.1007/s11075-019-00797-5.On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices
Linear Algebra And Its Applications. 2020. DOI : 10.1016/j.laa.2020.02.010.Low-Rank Approximation In The Frobenius Norm By Column And Row Subset Selection
Siam Journal On Matrix Analysis And Applications. 2020. DOI : 10.1137/19M1281848.hm-toolbox: MATLAB SOFTWARE FOR HODLR AND HSS MATRICES
Siam Journal On Scientific Computing. 2020. DOI : 10.1137/19M1288048.Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing
Siam Journal On Financial Mathematics. 2020. DOI : 10.1137/19M1244172.MATHICSE Technical Report : Low-rank approximation in the Frobenius norm by column and row subset selection
2019MATHICSE Technical Report : Low-rank updates and divide-andconquer methods for quadratic matrix equations
2019MATHICSE Technical Report : On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices
2019hm-toolbox: Matlab software for HODLR and HSS matrices
2019Low-Rank Updates And A Divide-And-Conquer Method For Linear Matrix Equations
Siam Journal On Scientific Computing. 2019. DOI : 10.1137/17M1161038.Numerical methods for option pricing: polynomial approximation and high dimensionality
Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-7386.7th Workshop on Matrix Equations and Tensor Techniques
Numerical Linear Algebra With Applications. 2018. DOI : 10.1002/nla.2223.MATHICSE Technical Report : Fast QR decomposition of HODLR matrices
2018MATHICSE Technical Report : A fast spectral divide-and-conquer method for banded matrices
2018Fast hierarchical solvers for symmetric eigenvalue problems
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8808.Distributed Signal Processing via Chebyshev Polynomial Approximation
IEEE Transactions on Signal and Information Processing over Networks. 2018. DOI : 10.1109/TSIPN.2018.2824239.A Householder-Based Algorithm For Hessenberg-Triangular Reduction
Siam Journal On Matrix Analysis And Applications. 2018. DOI : 10.1137/17M1153637.Multigrid Methods Combined With Low-Rank Approximation For Tensor-Structured Markov Chains
Electronic Transactions On Numerical Analysis. 2018. DOI : 10.1553/etna_vol48s348.Low-rank tensor methods for large Markov chains and forward feature selection methods
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-7718.MATHICSE Technical Report : Low-rank updates and a divideand- conquer method for linear matrix equations
2017MATHICSE Technical Report : Incremental computation of block triangular matrix exponentials with application to option pricing
2017Fast Computation Of Spectral Projectors Of Banded Matrices
SIAM Journal On Matrix Analysis And Applications. 2017. DOI : 10.1137/16M1087278.Structure-Preserving Low Multilinear Rank Approximation Of Antisymmetric Tensors
SIAM Journal On Matrix Analysis And Applications. 2017. DOI : 10.1137/16M106618X.Learning heat diffusion graphs
IEEE Transactions on Signal and Information Processing over Networks. 2017. DOI : 10.1109/Tsipn.2017.2731164.A Novel Iterative Method To Approximate Structured Singular Values
Siam Journal On Matrix Analysis And Applications. 2017. DOI : 10.1137/16M1074977.Recompression Of Hadamard Products Of Tensors In Tucker Format
Siam Journal On Scientific Computing. 2017. DOI : 10.1137/16M1093896.Multilevel tensor approximation of PDEs with random data
Stochastics And Partial Differential Equations-Analysis And Computations. 2017. DOI : 10.1007/s40072-017-0092-7.MATHICSE Technical Report : Fast computation of spectral projectors of banded matrices
2016MATHICSE Technical Report : Perturbation of higher-order singular values
2016MATHICSE Technical Report : Fast computation of the matrix exponential for a Toeplitz matrix
2016MATHICSE Technical Report : Multilevel tensor approximation of PDEs with random data
2016MATHICSE Technical Report : A novel iterative method to approximate structured singular values
2016MATHICSE Technical Report : Multigrid methods combined with low-rank approximation for tensor structured Markov chains
2016MATHICSE Technical Report : Structure-preserving low multilinear rank approximation of antisymmetric tensors
2016On low-rank approximability of solutions to high-dimensional operator equations and eigenvalue problems
Linear Algebra And Its Applications. 2016. DOI : 10.1016/j.laa.2015.12.016.Tensor train approximation of moment equations for elliptic equations with lognormal coefficient
Computer Methods in Applied Mechanics and Engineering. 2016. DOI : 10.1016/j.cma.2016.05.026.Parallel algorithms for tensor completion in the CP format
2016. 8th International Workshop on Parallel Matrix Algorithms and Applications (PMAA), Univ Svizzera Italiana, Lugano, SWITZERLAND, JUL 02-04, 2014. p. 222 - 234. DOI : 10.1016/j.parco.2015.10.002.Low-rank methods for parameter-dependent eigenvalue problems and matrix equations
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-7137.Riemannian Optimization for Solving High-Dimensional Problems with Low-Rank Tensor Structure
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-6958.Preconditioned Low-Rank Riemannian Optimization For Linear Systems With Tensor Product Structure
Siam Journal On Scientific Computing. 2016. DOI : 10.1137/15M1032909.Subspace Acceleration For Large-Scale Parameter-Dependent Hermitian Eigenproblems
Siam Journal On Matrix Analysis And Applications. 2016. DOI : 10.1137/15M1017181.Projection Methods For Large-Scale T-Sylvester Equations
Mathematics Of Computation. 2016. DOI : 10.1090/mcom/3081.Reduced Basis Methods: From Low-Rank Matrices To Low-Rank Tensors
Siam Journal On Scientific Computing. 2016. DOI : 10.1137/15M1042784.A block algorithm for computing antitriangular factorizations of symmetric matrices
Numerical Algorithms. 2016. DOI : 10.1007/s11075-015-9983-8.MATHICSE Technical Report: Reduced basis methods: from low-rank matrices to low-rank tensor
2015MATHICSE Technical Report : Accelerated filtering on graphs using Lanczos method
2015MATHICSE Technical Report : Preconditioned low-rank Riemannian optimization for linear systems with tensor product structure
2015MATHICSE Technical Report : Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
2015Truncated low-rank methods for solving general linear matrix equations
Numerical Linear Algebra With Applications. 2015. DOI : 10.1002/nla.1973.Numerical Mathematics and Advanced Applications - ENUMATH 2013
2015Algorithm 953: Parallel Library Software for the Multishift QR Algorithm with Aggressive Early Deflation
Acm Transactions On Mathematical Software. 2015. DOI : 10.1145/2699471.Low-rank tensor approximation for high-order correlation functions of Gaussian random fields
SIAM/ASA Journal of Uncertainty Quantification. 2015. DOI : 10.1137/140968938.Accelerated filtering on graphs using Lanczos method
2015Adaptive polynomial approximation by means of random discrete least squares
2015. ENUMATH 2013, Lausanne, August 26-30, 2013. p. 547 - 554. DOI : 10.1007/978-3-319-10705-9_54.Low rank differential equations for Hamiltonian matrix nearness problems
Numerische Mathematik. 2015. DOI : 10.1007/s00211-014-0637-x.MATHICSE Technical Report : Tensor train approximation of moment equations for the log-normal Darcy problem
2014MATHICSE Technical Report : Low-rank tensor approximation for high-order correlation functions of Gaussian random fields
2014Low-rank tensor completion by Riemannian optimization
BIT Numerical Mathematics. 2014. DOI : 10.1007/s10543-013-0455-z.Algorithm 941: htucker-A MATLAB Toolbox for Tensors in Hierarchical Tucker Format
ACM Transactions on Mathematical Software. 2014. DOI : 10.1145/2538688.Subspace Methods For Computing The Pseudospectral Abscissa And The Stability Radius
SIAM Journal On Matrix Analysis And Applications. 2014. DOI : 10.1137/120869432.Dense and Structured Matrix Computations : the Parallel QR Algorithm and Matrix Exponentials
Lausanne, EPFL, 2014. DOI : 10.5075/epfl-thesis-6067.Computing Extremal Points Of Symplectic Pseudospectra And Solving Symplectic Matrix Nearness Problems
SIAM Journal On Matrix Analysis And Applications. 2014. DOI : 10.1137/13094476X.Optimally Packed Chains of Bulges in Multishift QR Algorithms
ACM Transactions on Mathematical Software. 2014. DOI : 10.1145/2559986.Bivariate Matrix Functions
Operators And Matrices. 2014. DOI : 10.7153/oam-08-23.On the eigenvalue decay of solutions to operator Lyapunov equations
Systems & Control Letters. 2014. DOI : 10.1016/j.sysconle.2014.09.006.On A Perturbation Bound For Invariant Subspaces Of Matrices
SIAM Journal On Matrix Analysis And Applications. 2014. DOI : 10.1137/130912372.Generalized eigenvalue problems with specified eigenvalues
IMA Journal Of Numerical Analysis. 2014. DOI : 10.1093/imanum/drt021.An indefinite variant of LOBPCG for definite matrix pencils
Numerical Algorithms. 2014. DOI : 10.1007/s11075-013-9754-3.Nonlinear Eigenvalue Problems With Specified Eigenvalues
Siam Journal On Matrix Analysis And Applications. 2014. DOI : 10.1137/130927462.Memory-efficient Arnoldi algorithms for linearizations of matrix polynomials in Chebyshev basis
Numerical Linear Algebra With Applications. 2014. DOI : 10.1002/nla.1913.Low-Rank Tensor Methods With Subspace Correction For Symmetric Eigenvalue Problems
SIAM Journal On Scientific Computing. 2014. DOI : 10.1137/130949919.A Parallel QZ Algorithm For Distributed Memory HPC Systems
SIAM Journal On Scientific Computing. 2014. DOI : 10.1137/140954817.Low-Rank Tensor Methods for Communicating Markov Processes
2014. 11th International Conference on Quantitative Evaluation of Systems (QEST), Florence, ITALY, SEP 08-10, 2014. p. 25 - 40. DOI : 10.1007/978-3-319-10696-0_4.Structured Canonical Forms For Products Of (Skew-) Symmetric Matrices And The Matrix Equation XAX = B
Electronic Journal Of Linear Algebra. 2013. DOI : 10.13001/1081-3810.1651.An Error Analysis Of Galerkin Projection Methods For Linear Systems With Tensor Product Structure
SIAM Journal On Numerical Analysis. 2013. DOI : 10.1137/120900204.A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations
Numerical Linear Algebra With Applications. 2013. DOI : 10.1002/nla.1919.Robust Solution Methods for Nonlinear Eigenvalue Problems
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5920.On aggressive early deflation in parallel variants of the QR algorithm
2012. PARA, Reykjavik, Iceland, June 6-9, 2010. p. 1 - 10. DOI : 10.1007/978-3-642-28151-8_1.Chebyshev interpolation for nonlinear eigenvalue problems
BIT Numerical Mathematics. 2012. DOI : 10.1007/s10543-012-0381-5.Accelerating Model Reduction of Large Linear Systems with Graphics Processors
2012. PARA, Reykjavik, Iceland, June 6-9, 2010. p. 88 - 97. DOI : 10.1007/978-3-642-28145-7_9.Condensed forms for the symmetric eigenvalue problem on multi-threaded architectures
Concurrency Computation Practice and Experience. 2011. DOI : 10.1002/cpe.1680.Linear dimension reduction for evolutionary data
2011Structured eigenvalue condition numbers and linearizations for matrix polynomials
Linear Algebra and Its Applications. 2011. DOI : 10.1016/j.laa.2011.04.020.Computing Codimensions And Generic Canonical Forms For Generalized Matrix Products
Electronic Journal Of Linear Algebra. 2011. DOI : 10.13001/1081-3810.1440.Bivariate matrix functions
2011Optimal image alignment with random projections of manifolds: algorithm and geometric analysis
IEEE Transactions on Image Processing. 2011. DOI : 10.1109/TIP.2010.2102044.Low-rank tensor Krylov subspace methods for parametrized linear systems
SIAM Journal on Matrix Analysis and Applications. 2011. DOI : 10.1137/100799010.Linearization techniques for band structure calculations in absorbing photonic crystals
International Journal for Numerical Methods in Engineering. 2011. DOI : 10.1002/nme.3235.Optimal similarity registration of volumentric images
2011Sparsity-seeking fusion of digital elevation models
2011Preconditioned Low-Rank Methods for High-Dimensional Elliptic PDE Eigenvalue Problems
Computational Methods in Applied Mathematics. 2011. DOI : 10.2478/cmam-2011-0020.A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms
Parallel Computing. 2011. DOI : 10.1016/j.parco.2010.12.002.Continuation of eigenvalues and invariant pairs for parameterized nonlinear eigenvalue problems
2011Continuation of eigenvalues and invariant pairs for parameterized nonlinear eigenvalue problems
Numerische Mathematik. 2011. DOI : 10.1007/s00211-011-0392-1.Perturbation, extraction and refinement of invariant pairs for matrix polynomials
Linear Algebra and its Applications. 2011. DOI : 10.1016/j.laa.2010.06.029.The SLICOT Toolboxes for Matlab | Die SLICOT-Toolboxen für Matlab
At-Automatisierungstechnik. 2010. DOI : 10.1524/auto.2010.0814.A Novel Parallel QR Algorithm For Hybrid Distributed Memory HPC Systems
SIAM Journal On Scientific Computing. 2010. DOI : 10.1137/090756934.On the computation of structured singular values and pseudospectra
Systems and Control Letters. 2010. DOI : 10.1016/j.sysconle.2009.12.007.Reduction to Condensed Forms for Symmetric Eigenvalue Problems on Multi-core Architectures
2010. 8th International Conference on Parallel Processing and Applied Mathematics, Wroclaw, POLAND, Sep 13-16, 2009. p. 387 - 395. DOI : 10.1007/978-3-642-14390-8_40.On the curvature of pattern transformation manifolds: Numerical estimation and applications
2010. AAAI Symposium on Manifold Learning.Parallel eigenvalue reordering in real Schur forms
Concurrency And Computation-Practice & Experience. 2009. DOI : 10.1002/cpe.1386.On the structured distance to uncontrollability
Systems and Control Letters. 2009. DOI : 10.1016/j.sysconle.2008.09.005.Implicit QR algorithms for palindromic and even eigenvalue problems
Numerical Algorithms. 2009. DOI : 10.1007/s11075-008-9226-3.Krylov subspace methods for linear systems with tensor product structure
SIAM Journal on Matrix Analysis and Applications. 2009. DOI : 10.1137/090756843.Structured Hölder condition numbers for multiple eigenvalues
SIAM Journal on Matrix Analysis and Applications. 2009. DOI : 10.1137/060672893.Optimal image alignment with random measurements
2009. European Signal Processing Conference (EUSIPCO).A block Newton method for nonlinear eigenvalue problems
Numerische Mathematik. 2009. DOI : 10.1007/s00211-009-0259-x.Teaching & PhD
Teaching
Mathematics
PhD Students
Guido Margherita, He Haoze, Lam Hei Yin, Matti Fabio, Oehme Peter Bernd, Shao Nian,Past EPFL PhD Students
Cortinovis Alice , Effenberger Peter Cedric , Persson Ulf David , Santos Paredes Quartin de Macedo Francisco , Shao Meiyue , Sirkovic Petar , Statti Francesco , Steinlechner Michael Maximilian , Strössner Christoph Max , Susnjara Ana , Séguin Axel Elie Joseph ,Courses
Advanced numerical analysis I
Construction and analysis of numerical methods for the solution of problems from linear algebra, integration, approximation, and differentiation.
Numerical analysis
This course presents numerical methods for the solution of mathematical problems such as systems of linear and non-linear equations, functions approximation, integration and differentiation, and differential equations.
Computational linear algebra
This course provides an overview of advanced techniques for solving large-scale linear algebra problems, as they typically arise in applications. A central goal of this course is to give the ability to choose a suitable solver for a given application.