Jonas Schulze
- PhD student at the Max Planck Institute for Dynamics of Complex Technical Systems, Magdeburg, Germany
- Works in mixed precision for matrix equations with low-rank solution
- @jonas-schulze on GitHub
Session
08-13
11:30
30min
DifferentialRiccatiEquations.jl: Solving matrix equations with low-rank solutions
Jonas Schulze
Solving large matrix equations can be very expensive. For many applications, however, the dense solutions can be well approximated by low-rank factorizations: products of two or three matrices with a substantially smaller inner dimension. And certain quantities can yet again be computed as a linear function of the solution, meaning one does not even need to assemble the low-rank factors. DifferentialRiccatiEquations.jl is a package to cater all these use cases for differential and (continuous-time) algebraic Riccati and Lyapunov equations.
Approximate Computing in Numerical Linear Algebra
Room 6