Large-scale Kalman filtering using the limited memory BFGS method.
Least squares (P,Q)-orthogonal symmetric solutions of the matrix equation and its optimal approximation.
Linear transforms and convolution
Linear transforms supporting circular convolution on residue class rings
Look-ahead Levinson- and Schur-type recurrences in the Padé table.
Low rank Tucker-type tensor approximation to classical potentials
This paper investigates best rank-(r 1,..., r d) Tucker tensor approximation of higher-order tensors arising from the discretization of linear operators and functions in ℝd. Super-convergence of the best rank-(r 1,..., r d) Tucker-type decomposition with respect to the relative Frobenius norm is proven. Dimensionality reduction by the two-level Tucker-to-canonical approximation is discussed. Tensor-product representation of basic multi-linear algebra operations is considered, including inner, outer...
Low-rank iterative methods for projected generalized Lyapunov equations.