Daniel Kressner
Professeur ordinaire
daniel.kressner@epfl.ch +41 21 693 25 46 http://anchp.epfl.ch
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See http://anchp.epfl.ch for more information.Publications
Publications Infoscience
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 Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing
Siam Journal On Financial Mathematics. 2020. DOI : 10.1137/19M1244172.hm-toolbox: MATLAB SOFTWARE FOR HODLR AND HSS MATRICES
Siam Journal On Scientific Computing. 2020. DOI : 10.1137/19M1288048.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.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
2019Numerical methods for option pricing: polynomial approximation and high dimensionality
Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-7386.Low-Rank Updates And A Divide-And-Conquer Method For Linear Matrix Equations
Siam Journal On Scientific Computing. 2019. DOI : 10.1137/17M1161038.7th 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
2018Multigrid Methods Combined With Low-Rank Approximation For Tensor-Structured Markov Chains
Electronic Transactions On Numerical Analysis. 2018. DOI : 10.1553/etna_vol48s348.Fast hierarchical solvers for symmetric eigenvalue problems
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8808.Low-rank tensor methods for large Markov chains and forward feature selection methods
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-7718.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.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
2017Multilevel tensor approximation of PDEs with random data
Stochastics And Partial Differential Equations-Analysis And Computations. 2017. DOI : 10.1007/s40072-017-0092-7.Fast 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.Recompression Of Hadamard Products Of Tensors In Tucker Format
Siam Journal On Scientific Computing. 2017. DOI : 10.1137/16M1093896.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.MATHICSE Technical Report : Fast computation of spectral projectors of banded matrices
2016MATHICSE Technical Report : Fast computation of the matrix exponential for a Toeplitz matrix
2016MATHICSE Technical Report : Perturbation of higher-order singular values
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
2016Riemannian 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.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.A block algorithm for computing antitriangular factorizations of symmetric matrices
Numerical Algorithms. 2016. DOI : 10.1007/s11075-015-9983-8.On 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.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.Low-rank methods for parameter-dependent eigenvalue problems and matrix equations
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-7137.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.Reduced Basis Methods: From Low-Rank Matrices To Low-Rank Tensors
Siam Journal On Scientific Computing. 2016. DOI : 10.1137/15M1042784.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
2015Low rank differential equations for Hamiltonian matrix nearness problems
Numerische Mathematik. 2015. DOI : 10.1007/s00211-014-0637-x.Truncated low-rank methods for solving general linear matrix equations
Numerical Linear Algebra With Applications. 2015. DOI : 10.1002/nla.1973.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 tensor approximation for high-order correlation functions of Gaussian random fields
SIAM/ASA Journal of Uncertainty Quantification. 2015. DOI : 10.1137/140968938.Algorithm 953: Parallel Library Software for the Multishift QR Algorithm with Aggressive Early Deflation
Acm Transactions On Mathematical Software. 2015. DOI : 10.1145/2699471.Numerical Mathematics and Advanced Applications - ENUMATH 2013
2015MATHICSE 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
2014Subspace Methods For Computing The Pseudospectral Abscissa And The Stability Radius
SIAM Journal On Matrix Analysis And Applications. 2014. DOI : 10.1137/120869432.Nonlinear Eigenvalue Problems With Specified Eigenvalues
Siam Journal On Matrix Analysis And Applications. 2014. DOI : 10.1137/130927462.A Parallel QZ Algorithm For Distributed Memory HPC Systems
SIAM Journal On Scientific Computing. 2014. DOI : 10.1137/140954817.Bivariate Matrix Functions
Operators And Matrices. 2014. DOI : 10.7153/oam-08-23.Optimally Packed Chains of Bulges in Multishift QR Algorithms
ACM Transactions on Mathematical Software. 2014. DOI : 10.1145/2559986.Computing Extremal Points Of Symplectic Pseudospectra And Solving Symplectic Matrix Nearness Problems
SIAM Journal On Matrix Analysis And Applications. 2014. DOI : 10.1137/13094476X.Algorithm 941: htucker-A MATLAB Toolbox for Tensors in Hierarchical Tucker Format
ACM Transactions on Mathematical Software. 2014. DOI : 10.1145/2538688.Dense and Structured Matrix Computations : the Parallel QR Algorithm and Matrix Exponentials
Lausanne, EPFL, 2014. DOI : 10.5075/epfl-thesis-6067.On A Perturbation Bound For Invariant Subspaces Of Matrices
SIAM Journal On Matrix Analysis And Applications. 2014. DOI : 10.1137/130912372.Low-Rank Tensor Methods With Subspace Correction For Symmetric Eigenvalue Problems
SIAM Journal On Scientific Computing. 2014. DOI : 10.1137/130949919.Memory-efficient Arnoldi algorithms for linearizations of matrix polynomials in Chebyshev basis
Numerical Linear Algebra With Applications. 2014. DOI : 10.1002/nla.1913.An indefinite variant of LOBPCG for definite matrix pencils
Numerical Algorithms. 2014. DOI : 10.1007/s11075-013-9754-3.Generalized eigenvalue problems with specified eigenvalues
IMA Journal Of Numerical Analysis. 2014. DOI : 10.1093/imanum/drt021.On the eigenvalue decay of solutions to operator Lyapunov equations
Systems & Control Letters. 2014. DOI : 10.1016/j.sysconle.2014.09.006.Low-rank tensor completion by Riemannian optimization
BIT Numerical Mathematics. 2014. DOI : 10.1007/s10543-013-0455-z.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.Robust Solution Methods for Nonlinear Eigenvalue Problems
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5920.A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations
Numerical Linear Algebra With Applications. 2013. DOI : 10.1002/nla.1919.An Error Analysis Of Galerkin Projection Methods For Linear Systems With Tensor Product Structure
SIAM Journal On Numerical Analysis. 2013. DOI : 10.1137/120900204.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.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.Chebyshev interpolation for nonlinear eigenvalue problems
BIT Numerical Mathematics. 2012. DOI : 10.1007/s10543-012-0381-5.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.Bivariate matrix functions
2011Structured eigenvalue condition numbers and linearizations for matrix polynomials
Linear Algebra and Its Applications. 2011. DOI : 10.1016/j.laa.2011.04.020.Linear dimension reduction for evolutionary data
2011Sparsity-seeking fusion of digital elevation models
2011Optimal similarity registration of volumentric images
2011Perturbation, extraction and refinement of invariant pairs for matrix polynomials
Linear Algebra and its Applications. 2011. DOI : 10.1016/j.laa.2010.06.029.Continuation of eigenvalues and invariant pairs for parameterized nonlinear eigenvalue problems
Numerische Mathematik. 2011. DOI : 10.1007/s00211-011-0392-1.Linearization techniques for band structure calculations in absorbing photonic crystals
International Journal For Numerical Methods In Engineering. 2011. DOI : 10.1002/nme.3235.Continuation of eigenvalues and invariant pairs for parameterized nonlinear eigenvalue problems
2011Low-rank tensor Krylov subspace methods for parametrized linear systems
SIAM Journal on Matrix Analysis and Applications. 2011. DOI : 10.1137/100799010.Preconditioned Low-Rank Methods for High-Dimensional Elliptic PDE Eigenvalue Problems
Computational Methods in Applied Mathematics. 2011. DOI : 10.2478/cmam-2011-0020.Optimal image alignment with random projections of manifolds: algorithm and geometric analysis
IEEE Transactions on Image Processing. 2011. DOI : 10.1109/TIP.2010.2102044.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.Condensed forms for the symmetric eigenvalue problem on multi-threaded architectures
Concurrency Computation Practice and Experience. 2011. DOI : 10.1002/cpe.1680.Computing Codimensions And Generic Canonical Forms For Generalized Matrix Products
Electronic Journal Of Linear Algebra. 2011. DOI : 10.13001/1081-3810.1440.On the curvature of pattern transformation manifolds: Numerical estimation and applications
2010. AAAI Symposium on Manifold Learning.On the computation of structured singular values and pseudospectra
Systems and Control Letters. 2010. DOI : 10.1016/j.sysconle.2009.12.007.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.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.Optimal image alignment with random measurements
2009. European Signal Processing Conference (EUSIPCO).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.On the structured distance to uncontrollability
Systems and Control Letters. 2009. DOI : 10.1016/j.sysconle.2008.09.005.Parallel eigenvalue reordering in real Schur forms
Concurrency And Computation-Practice & Experience. 2009. DOI : 10.1002/cpe.1386.Structured Hölder condition numbers for multiple eigenvalues
SIAM Journal on Matrix Analysis and Applications. 2009. DOI : 10.1137/060672893.A block Newton method for nonlinear eigenvalue problems
Numerische Mathematik. 2009. DOI : 10.1007/s00211-009-0259-x.Enseignement & Phd
Enseignement
Mathematics
Doctorants
Guido Margherita, He Haoze, Lam Hei Yin, Matti Fabio, Oehme Peter Bernd, Shao Nian,A dirigé les thèses EPFL de
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 ,Cours
Advanced numerical analysis I
Construction et analyse de méthodes numériques pour la solution de problèmes d'approximation, d'algèbre linéaire et d'analyse.