14-15 May 2018
ENS de Lyon
Europe/Paris timezone

Exploiting off-diagonal rank structures in the solution of linear matrix equations

15 May 2018, 13:30
1h
Amphi A (ENS de Lyon)

Amphi A

ENS de Lyon

46 allée d'Italie 69364 Lyon Cedex 07, France

Speaker

Stefano Massei (École Polytechnique Fédérale Lausanne)

Description

Linear matrix equations, namely Sylvester and Lyapunov equations, play an important role in several applications arising in control theory and PDEs. In the large scale scenario, it is crucial to exploit the structure in the data in order to carry on the computations and store the final solution. We focus on the case in which the coefficients have off-diagonal blocks with low-rank and we study when this property is numerically preserved in the solution. Then, we propose a divide and conquer scheme able to exploit the structure, reaching a linear-polylogarithmic complexity in both time and memory consumption.

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