, Ph.D. Thesis, University of Connecticut, December 2010.
| Year | Title | |
|---|
| 2012 | Binomial options pricing in logarithmic time, in preparation. | |
| Multivariate regression and machine learning in Tensor Train format, (with I. Oseledets), in preparation. | |
| Matrix-free interior point method for compressed sensing problems, (with K. Fountoulakis and J. Gondzio), submitted to Mathematical Programming Computation. | PDF |
| 2011 | Differential qd algorithm with shifts for rank-structured matrices, SIAM Journal on Matrix Analysis and Applications (SIMAX), accepted. | PDF |
| Can we employ autocorrection of Newton's iteration with recompression for structured matrices? (with V. Pan), preprint. | PDF |
| Multilevel quasiseparable matrices in PDE-constrained optimization, (with J. Gondzio), submitted to Journal of Scientific Computing. | PDF |
| 2010 | Stability of QR-based system solvers for a subclass of Quasiseparable Rank One matrices, (with F. Dopico and V. Olshevsky), Mathematics of Computation (AMS), accepted. | PDF |
| Quasiseparable matrices, Green's matrices and signal flow graphs for digital filter structures, (with F. Marcellàn and V. Olshevsky), preprint. | PDF |
| Tellegen's principle, non-minimal realizations of systems and inversion of polynomial Vandermonde matrices, (with V. Olshevsky and E. Tyrtyshnikov), Russian Journal of Numerical Analysis and Mathematical Modelling, vol 27 (2012), pp. 131-154. | PDF |
| 2009 | Green's matrices, (with V. Olshevsky and G. Strang), Linear Algebra and its Applications, vol. 432 (2010), pp. 218-241. | PDF |
| A quasiseparable approach to five-diagonal CMV and companion matrices, (with T. Bella and V. Olshevsky), Linear Algebra and its Applications, vol. 434 (2011), pp. 1773-1792. | PDF |
| Signal flow graph approach to inversion of (H,m)-quasiseparable-Vandermonde matrices and new filter structures, (with T. Bella and V. Olshevsky), Linear Algebra and its Applications, vol. 432 (2010), pp. 2032-2051. | PDF |
| 2008 | Classifications of Recurrence Relations via Subclasses of (H,m)-quasiseparable Matrices, (with T. Bella, Y. Eidelman, I. Gohberg, V. Olshevsky), In Numerical Linear Algebra in Signals, Systems and Control, vol. XV of Lecture Notes in Electrical Engineering, pp. 23–53, Springer-Verlag, 2011. | PDF |
| A Traub-like algorithm for Hessenberg-quasiseparable-Vandermonde matrices of arbitrary order, (with T. Bella, Y. Eidelman, I. Gohberg, V. Olshevsky and E. Tyrtyshnikov), Numerical Methods for Structured Matrices and Applications, Operator Theory: Advances and Applications, Vol. 199, pp. 127-154, Birkhäuser, 2010. | PDF |
| 2007 | Accelerated rational Padé iterations for matrix sign function, Bachelor Thesis, MIPT, June 2007 | PDF |
