Low-rank approximation

Here are some of the slides / notes / and example code from a 20 hours course in Low-rank approximation I gave at the University of Cagliari.

  • Lecture 01 (Basic theory / various material)
  • Lecture 02 (Practical methods for low-rank approximation)
  • Lecture 03 (Chebfun2 / Functional low-rank approximation)
  • Lecture 04 (Low-rank solvers for matrix equations / Structured matrices)
  • Lecture 05 (Exercise session on matrix equation solvers / structured matrices)

The code for the examples can be downloaded from Github; it is MATLAB code, testing the various techniques on some examples.

Chebfun exercises

The paper with the exercises with Chebfun can be downloaded here. You will need some material, which you can find at the following links:

Solutions to the exercises can be downloaded from here.

Matrix equation exercises

The exercises for the matrix equation session can be downloaded here; they already contain all the necessary information and the solutions. You might want to look at this page for the online version of the superfast Toeplitz solver explained step by step.