Related papers: Palindromic linearization and numerical solution o…
This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…
The theory of matrix splitting is a useful tool for finding solution of rectangular linear system of equations, iteratively. The purpose of this paper is two-fold. Firstly, we revisit theory of weak regular splittings for rectangular…
There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…
Partly inspired by Sato's theory of the Kadomtsev-Petviashvili (KP) hierarchy, we start with a quite general hierarchy of linear ordinary differential equations in a space of matrices and derive from it a matrix Riccati hierarchy. The…
We prove local boundedness, Harnack's inequality and local regularity for weak solutions of quasilinear degenerate elliptic equations in divergence form with Rough coefficients. Degeneracy is encoded by a non-negative, symmetric, measurable…
The problem of block diagonalization for diagonally dominant symmetric block operator matrices with self-adjoint diagonal entries is considered. We show that a reasonable block diagonalization with respect to a reducing graph subspace…
When used to accelerate the convergence of fixed-point iterative methods, such as the Picard method, which is a kind of nonlinear fixed-point iteration, polynomial extrapolation techniques can be very effective. The numerical solution of…
Nonlinear matrix equations arise in many practical contexts related to control theory, dynamical programming and finite element methods for solving some partial differential equations. In most of these applications, it is needed to compute…
We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Riccati equation approach which is perhaps the only systematic…
Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…
We introduce the notion of a ${\cal PT}$-symmetric dimer with a $\chi^{(2)}$ nonlinearity. Similarly to the Kerr case, we argue that such a nonlinearity should be accessible in a pair of optical waveguides with quadratic nonlinearity and…
The rational QZ method generalizes the QZ method by implicitly supporting rational subspace iteration. In this paper we extend the rational QZ method by introducing shifts and poles of higher multiplicity in the Hessenberg pencil, which is…
I present here a pedagogical introduction to the works by Rashel Tublin and Yan V. Fyodorov on random linear systems with quadratic constraints, using tools from Random Matrix Theory and replicas. These notes illustrate and complement the…
We consider a continuous analogue of Babai et al.'s and Cai et al.'s problem of solving multiplicative matrix equations. Given $k+1$ square matrices $A_{1}, \ldots, A_{k}, C$, all of the same dimension, whose entries are real algebraic, we…
In the present paper, we consider large scale nonsymmetric differential matrix Riccati equations with low rank right hand sides. These matrix equations appear in many applications such as control theory, transport theory, applied…
In this paper, we focus on nonlinear infinite-norm minimization problems that have many applications, especially in computer science and operations research. We set a reliable Lagrangian dual aproach for solving this kind of problems in…
This paper proposes an effective low-rank alternating direction doubling algorithm (R-ADDA) for computing numerical low-rank solutions to large-scale sparse continuous-time algebraic Riccati matrix equations. The method is based on the…
The ALLIANCE code is developed to solve a new set of four-dimensional electromagnetic drift-kinetic equations in slab geometry [J. Plasma Phys. 88 905880117 (2022)]. The nonlinear equations are useful for the study of magnetized plasma…
This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows us to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and…
Our aim in this paper is two-fold: First, for computing zeros of a linear time-invariant (LTI) system $\Sigma$ in {\em state-space form}, we introduce a "trimmed structured linearization", which we refer to as {\em Rosenbrock…