Related papers: Solving rank structured Sylvester and Lyapunov equ…
In this work, we consider two types of large-scale quadratic matrix equations: Continuous-time algebraic Riccati equations, which play a central role in optimal and robust control, and unilateral quadratic matrix equations, which arise from…
The SPIKE family of linear system solvers provides parallelism using a block tridiagonal partitioning. Typically SPIKE-based solvers are applied to banded systems, resulting in structured off-diagonal blocks with non-zeros elements…
In this article we investigate model order reduction of large-scale systems using time-limited balanced truncation, which restricts the well known balanced truncation framework to prescribed finite time intervals. The main emphasis is on…
In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…
In this paper, we describe sufficient conditions when block-diagonal solutions to Lyapunov and $\mathcal{H}_{\infty}$ Riccati inequalities exist. In order to derive our results, we define a new type of comparison systems, which are positive…
We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…
We introduce a low-rank algorithm inspired by the Basis-Update and Galerkin (BUG) integrator to efficiently approximate solutions to Sylvester-type equations. The algorithm can exploit both the low-rank structure of the solution as well as…
In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…
This paper considers large-scale nonsymmetric continuous-time algebraic Riccati equations (NAREs) that admit low-rank solutions. Low-rank alternating direction implicit (ADI) methods have proven to be an efficient approach for solving…
A direct solver is introduced for solving overdetermined linear systems involving nonuniform discrete Fourier transform matrices. Such matrices can be transformed into a Cauchy-like form that has hierarchical low rank structure. The rank…
For a linear matrix function $f$ in $X \in \R^{m\times n}$ we consider inhomogeneous linear matrix equations $f(X) = E$ for $E \neq 0$ that have or do not have solutions. For such systems we compute optimal norm constrained solutions…
Side information provides a pivotal role for message delivery in many communication scenarios to accommodate increasingly large data sets, e.g., caching networks. Although index coding provides a fundamental modeling framework to exploit…
Quasi-separable matrices are a class of rank-structured matriceswidely used in numerical linear algebra and of growing interestin computer algebra, with applications in e.g. the linearization ofpolynomial matrices. Various representation…
A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…
We consider the classic problem of establishing a statistical ranking of a set of n items given a set of inconsistent and incomplete pairwise comparisons between such items. Instantiations of this problem occur in numerous applications in…
In this paper, we derive sufficient conditions on drift matrices under which block-diagonal solutions to Lyapunov inequalities exist. The motivation for the problem comes from a recently proposed basis pursuit algorithm. In particular, this…
In this paper, we consider finding a low-rank approximation to the solution of a large-scale generalized Lyapunov matrix equation in the form of $A X M + M X A = C$, where $A$ and $M$ are symmetric positive definite matrices. An algorithm…
Many matrices appearing in numerical methods for partial differential equations and integral equations are rank-structured, i.e., they contain submatrices that can be approximated by matrices of low rank. A relatively general class of…
In this paper, we consider the problem of minimizing a linear functional subject to uncertain linear and bilinear matrix inequalities, which depend in a possibly nonlinear way on a vector of uncertain parameters. Motivated by recent results…
Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…