Daniel Kreßner

A Randomized Algorithm for Simultaneously Diagonalizing Symmetric Matrices by Congruence

ABSTRACT A family of symmetric matrices is simultaneously diagonalizable by congruence (SDC), also called nonorthogonal joint diagonalization, if there is an invertible matrix such that every is diagonal. In this work, a novel randomized SDC (RSDC) algorithm is proposed that redu...

Interpolatory dynamical low-rank approximation: theoretical foundations and algorithms

Dynamical low-rank approximation (DLRA) is a widely used paradigm for solving large-scale matrix differential equations, as they arise, for example, from the discretization of time-dependent partial differential equations on Cartesian product domains. Through orthogonally project...