no code implementations • 28 Dec 2020 • Simon Dirckx, Daan Huybrechs, Karl Meerbergen
Algebraically, this leads to a Hadamard product of a frequency matrix with an $\Hmat$.
Numerical Analysis Mathematical Software Numerical Analysis
no code implementations • 25 Sep 2020 • Joris Tavernier, Jaak Simm, Adam Arany, Karl Meerbergen, Yves Moreau
Additionally, the use of correlated samples is investigated for variance reduction to improve the convergence of the Markov Chain.
1 code implementation • 28 Feb 2019 • Daan Camps, Karl Meerbergen, Raf Vandebril
The rational QZ method generalizes the QZ method by implicitly supporting rational subspace iteration.
Numerical Analysis 65F15, 15A18
1 code implementation • 12 Feb 2018 • Daan Camps, Karl Meerbergen, Raf Vandebril
In this article we study Hessenberg, Hessenberg pencils, link them to rational Krylov subspaces, propose a direct reduction method to such a pencil, and introduce the implicit rational QZ step.
Numerical Analysis 65F15, 15A18
1 code implementation • 25 Jan 2018 • Pieter Lietaert, Javier Pérez, Bart Vandereycken, Karl Meerbergen
The method uses the AAA method by Nakatsukasa, S\`{e}te, and Trefethen to approximate the nonlinear eigenvalue problem by a rational eigenvalue problem and is embedded in the state space representation of a rational polynomial by Su and Bai.
Numerical Analysis 65F15, 65F50, 15A22, 47A56, 47J10
no code implementations • 14 Sep 2017 • Joris Tavernier, Jaak Simm, Karl Meerbergen, Joerg Kurt Wegner, Hugo Ceulemans, Yves Moreau
High-dimensional data requires scalable algorithms.