This project implements and validates the Schur algorithm for computing the Cholesky factor of symmetric positive definite (SPD) matrices and Toeplitz matrices with displacement ranks 2 and 4. The ...

A version of this document that discusses the complex valued case can be found here . This material is probably best suited to students who have had a course in linear algebra already. Given a SPD ...

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Abstract: General-purpose graphics processing units (GPGPUs) could bring huge performance improvements in scientific and numerical fields. We presented two approaches utilizing hybrid CPU/GPU system ...

Abstract: Kernel methods represent some of the most popular machine learning tools for data analysis. Since exact kernel methods can be prohibitively expensive for large problems, reliable low-rank ...