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Daniel Kressner

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Publications associées (97)

Low-rank tensor completion by Riemannian optimization

Daniel Kressner, Michael Maximilian Steinlechner

In tensor completion, the goal is to fill in missing entries of a partially known tensor under a low-rank constraint. We propose a new algorithm that performs Riemannian optimization techniques on the manifold of tensors of fixed multilinear rank. More spe ...

Springer2014

Subspace Methods For Computing The Pseudospectral Abscissa And The Stability Radius

Daniel Kressner

The pseudospectral abscissa and the stability radius are well-established tools for quantifying the stability of a matrix under unstructured perturbations. Based on first-order eigenvalue expansions, Guglielmi and Overton [SIAM J. Matrix Anal. Appl., 32 (2 ...

Siam Publications2014

Algorithm 941: htucker-A MATLAB Toolbox for Tensors in Hierarchical Tucker Format

Christine Tobler, Daniel Kressner

The hierarchical Tucker format is a storage-efficient scheme to approximate and represent tensors of possibly high order. This article presents a MATLAB toolbox, along with the underlying methodology and algorithms, which provides a convenient way to work ...

Assoc Computing Machinery2014

Low-Rank Tensor Methods for Communicating Markov Processes

Daniel Kressner, Francisco Santos Paredes Quartin de Macedo

Stochastic models that describe interacting processes, such as stochastic automata networks, feature a dimensionality that grows exponentially with the number of processes. This state space explosion severely impairs the use of standard methods for the num ...

Springer-Verlag Berlin2014

A Parallel QZ Algorithm For Distributed Memory HPC Systems

Daniel Kressner

Appearing frequently in applications, generalized eigenvalue problems represent one of the core problems in numerical linear algebra. The QZ algorithm of Moler and Stewart is the most widely used algorithm for addressing such problems. Despite its importan ...

Siam Publications2014

Computing Extremal Points Of Symplectic Pseudospectra And Solving Symplectic Matrix Nearness Problems

Daniel Kressner

We study differential equations that lead to extremal points in symplectic pseudospectra. In a two-level approach, where on the inner level we compute extremizers of the symplectic epsilon-pseudospectrum for a given epsilon and on the outer level we optimi ...

Siam Publications2014

Structured Canonical Forms For Products Of (Skew-) Symmetric Matrices And The Matrix Equation XAX = B

Daniel Kressner, Xin Liu

The contragredient transformation A bar right arrow P-1 AP-(inverted perpendicular) , B bar right arrow P-inverted perpendicular BP of two matrices A, B effects simultaneous similarity transformations of the products AB and BA. This work provides structure ...

Int Linear Algebra Soc2013

An Error Analysis Of Galerkin Projection Methods For Linear Systems With Tensor Product Structure

Christine Tobler, Daniel Kressner

Recent results on the convergence of a Galerkin projection method for the Sylvester equation are extended to more general linear systems with tensor product structure. In the Hermitian positive definite case, explicit convergence bounds are derived for Gal ...

Society for Industrial and Applied Mathematics2013

A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations

Christine Tobler, Daniel Kressner

This paper is concerned with the numerical solution of symmetric large-scale Lyapunov equations with low-rank right-hand sides and coefficient matrices depending on a parameter. Specifically, we consider the situation when the parameter dependence is suffi ...

Wiley-Blackwell2013

Chebyshev interpolation for nonlinear eigenvalue problems

Daniel Kressner, Peter Cedric Effenberger

This work is concerned with numerical methods for matrix eigenvalue problems that are nonlinear in the eigenvalue parameter. In particular, we focus on eigenvalue problems for which the evaluation of the matrix-valued function is computationally expensive. ...

Springer Netherlands2012

Linearization techniques for band structure calculations in absorbing photonic crystals

Daniel Kressner, Peter Cedric Effenberger

Band structure calculations for photonic crystals require the numerical solution of eigenvalue problems. In this paper, we consider crystals composed of lossy materials with frequency-dependent permittivities. Often, these frequency dependencies are modele ...

Wiley2011

Preconditioned Low-Rank Methods for High-Dimensional Elliptic PDE Eigenvalue Problems

Christine Tobler, Daniel Kressner

De Gruyter, De Gruyter2011

Low-rank tensor Krylov subspace methods for parametrized linear systems

Christine Tobler, Daniel Kressner

We consider linear systems A(alpha)x(alpha) - b(alpha) depending on possibly many parameters alpha = (alpha(1), ... , alpha(p)). Solving these systems simultaneously for a standard discretization of the parameter range would require a computational effort ...

Society for Industrial and Applied Mathematics2011

Optimal image alignment with random projections of manifolds: algorithm and geometric analysis

Pascal Frossard, Effrosyni Kokiopoulou, Daniel Kressner

This paper addresses the problem of image alignment based on random measurements. Image alignment consists of estimating the relative transformation between a query image and a reference image. We consider the specific problem where the query image is prov ...

2011

Continuation of eigenvalues and invariant pairs for parameterized nonlinear eigenvalue problems

Daniel Kressner, Peter Cedric Effenberger

Invariant pairs have been proposed as a numerically robust means to represent and compute several eigenvalues along with the corresponding (generalized) eigenvectors for matrix eigenvalue problems that are nonlinear in the eigenvalue parameter. In this wor ...

Springer2011

On the curvature of pattern transformation manifolds: Numerical estimation and applications

Pascal Frossard, Effrosyni Kokiopoulou, Daniel Kressner

2010

Optimal image alignment with random measurements

Pascal Frossard, Effrosyni Kokiopoulou, Daniel Kressner

2009

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