Michiel E. Hochstenbach

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 36

Top Topics

Interpolation Method

Eigenvalue Problems

Gradient Method

Parameter Determination

Top Venues

SIAM J. Sci. Comput.

SIAM J. Matrix Anal. Appl.

J. Comput. Appl. Math.

Publications

Michiel E. Hochstenbach, Christian Mehl, Bor Plestenjak
Solving singular generalized eigenvalue problems. Part III: structure preservation. CoRR (2024)
Giulia Ferrandi, Michiel E. Hochstenbach, M. R. Oliveira
A subspace method for large-scale trace ratio problems. CoRR (2024)
Lu Xia, Stefano Massei, Michiel E. Hochstenbach, Barry Koren
On Stochastic Roundoff Errors in Gradient Descent with Low-Precision Computation. J. Optim. Theory Appl. 200 (2) (2024)
Giulia Ferrandi, Michiel E. Hochstenbach
A homogeneous Rayleigh quotient with applications in gradient methods. J. Comput. Appl. Math. 437 (2024)
Perfect Y. Gidisu, Michiel E. Hochstenbach
A Restricted SVD Type CUR Decomposition for Matrix Triplets. SIAM J. Sci. Comput. 46 (2) (2024)
Michiel E. Hochstenbach, Tomaz Kosir, Bor Plestenjak
Numerical methods for rectangular multiparameter eigenvalue problems, with applications to finding optimal ARMA and LTI models. Numer. Linear Algebra Appl. 31 (2) (2024)
Michiel E. Hochstenbach, Christian Mehl, Bor Plestenjak
Numerical methods for eigenvalues of singular polynomial eigenvalue problems. CoRR (2024)
Perfect Y. Gidisu, Michiel E. Hochstenbach
A DEIM-CUR factorization with iterative SVDs. CoRR (2023)
Giulia Ferrandi, Michiel E. Hochstenbach, Natasa Krejic
A harmonic framework for stepsize selection in gradient methods. Comput. Optim. Appl. 85 (1) (2023)
Michiel E. Hochstenbach, Christian Mehl, Bor Plestenjak
Solving Singular Generalized Eigenvalue Problems. Part II: Projection and Augmentation. SIAM J. Matrix Anal. Appl. 44 (4) (2023)
Giulia Ferrandi, Michiel E. Hochstenbach
Limited memory gradient methods for unconstrained optimization. CoRR (2023)
Lu Xia, Michiel E. Hochstenbach, Stefano Massei
On the Convergence of the Gradient Descent Method with Stochastic Fixed-point Rounding Errors under the Polyak-Lojasiewicz Inequality. CoRR (2023)
Giulia Ferrandi, Michiel E. Hochstenbach
A homogeneous Rayleigh quotient with applications in gradient methods. CoRR (2022)
Michiel E. Hochstenbach, Christian Mehl, Bor Plestenjak
Solving singular generalized eigenvalue problems. Part II: projection and augmentation. CoRR (2022)
Perfect Y. Gidisu, Michiel E. Hochstenbach
Block Discrete Empirical Interpolation Methods. CoRR (2022)
Perfect Y. Gidisu, Michiel E. Hochstenbach
RSVD-CUR Decomposition for Matrix Triplets. CoRR (2022)
Perfect Y. Gidisu, Michiel E. Hochstenbach
A Generalized CUR Decomposition for Matrix Pairs. SIAM J. Math. Data Sci. 4 (1) (2022)
Giulia Ferrandi, Michiel E. Hochstenbach, Natasa Krejic
A harmonic framework for stepsize selectionin gradient methods. CoRR (2022)
Michiel E. Hochstenbach, Tomaz Kosir, Bor Plestenjak
On the solution of rectangular multiparameter eigenvalue problems. CoRR (2022)
Lu Xia, Stefano Massei, Michiel E. Hochstenbach, Barry Koren
On the influence of roundoff errors on the convergence of the gradient descent method with low-precision floating-point computation. CoRR (2022)
Perfect Y. Gidisu, Michiel E. Hochstenbach
A hybrid DEIM and leverage scores based method for CUR index selection. CoRR (2022)
Giulia Ferrandi, Igor V. Kravchenko, Michiel E. Hochstenbach, M. Rosário Oliveira
On the trace ratio method and Fisher's discriminant analysis for robust multigroup classification. CoRR (2022)
Sibylle Hess, Gianvito Pio, Michiel E. Hochstenbach, Michelangelo Ceci
BROCCOLI: overlapping and outlier-robust biclustering through proximal stochastic gradient descent. Data Min. Knowl. Discov. 35 (6) (2021)
Lu Xia, Martijn Anthonissen, Michiel E. Hochstenbach, Barry Koren
A Simple and Efficient Stochastic Rounding Method for Training Neural Networks in Low Precision. CoRR (2021)
Perfect Y. Gidisu, Michiel E. Hochstenbach
A Generalized CUR decomposition for matrix pairs. CoRR (2021)
Bart S. van Lith, Per Christian Hansen, Michiel E. Hochstenbach
A Twin Error Gauge for Kaczmarz's Iterations. SIAM J. Sci. Comput. 43 (5) (2021)
Lu Xia, Martijn Anthonissen, Michiel E. Hochstenbach, Barry Koren
Improved stochastic rounding. CoRR (2020)
Yiqiu Dong, Per Christian Hansen, Michiel E. Hochstenbach, Nicolai André Brogaard Riis
Fixing Nonconvergence of Algebraic Iterative Reconstruction with an Unmatched Backprojector. SIAM J. Sci. Comput. 41 (3) (2019)
Michiel E. Hochstenbach, Karl Meerbergen, Emre Mengi, Bor Plestenjak
Subspace methods for three-parameter eigenvalue problems. Numer. Linear Algebra Appl. 26 (4) (2019)
Michiel E. Hochstenbach, Christian Mehl, Bor Plestenjak
Solving Singular Generalized Eigenvalue Problems by a Rank-Completing Perturbation. SIAM J. Matrix Anal. Appl. 40 (3) (2019)
Bart S. van Lith, Per Christian Hansen, Michiel E. Hochstenbach
A twin error gauge for Kaczmarz's iterations. CoRR (2019)
Ada Boralevi, Jasper van Doornmalen, Jan Draisma, Michiel E. Hochstenbach, Bor Plestenjak
Uniform Determinantal Representations. SIAM J. Appl. Algebra Geom. 1 (1) (2017)
Ian N. Zwaan, Michiel E. Hochstenbach
Multidirectional Subspace Expansion for One-Parameter and Multiparameter Tikhonov Regularization. J. Sci. Comput. 70 (3) (2017)
Ian N. Zwaan, Michiel E. Hochstenbach
Krylov-Schur-Type Restarts for the Two-Sided Arnoldi Method. SIAM J. Matrix Anal. Appl. 38 (2) (2017)
Bor Plestenjak, Michiel E. Hochstenbach
Roots of Bivariate Polynomial Systems via Determinantal Representations. SIAM J. Sci. Comput. 38 (2) (2016)
Antti Koskela, Elias Jarlebring, Michiel E. Hochstenbach
Krylov Approximation of Linear ODEs with Polynomial Parameterization. SIAM J. Matrix Anal. Appl. 37 (2) (2016)
Sarah W. Gaaf, Michiel E. Hochstenbach
Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization. SIAM J. Sci. Comput. 37 (5) (2015)
Michiel E. Hochstenbach, Andrej Muhic, Bor Plestenjak
Jacobi-Davidson methods for polynomial two-parameter eigenvalue problems. J. Comput. Appl. Math. 288 (2015)
Michiel E. Hochstenbach, Lothar Reichel, Giuseppe Rodriguez
Regularization parameter determination for discrete ill-posed problems. J. Comput. Appl. Math. 273 (2015)
Bor Plestenjak, Calin-Ioan Gheorghiu, Michiel E. Hochstenbach
Spectral collocation for multiparameter eigenvalue problems arising from separable boundary value problems. J. Comput. Phys. 298 (2015)
Michiel E. Hochstenbach, Lothar Reichel, Xuebo Yu
A Golub-Kahan-Type Reduction Method for Matrix Pairs. J. Sci. Comput. 65 (2) (2015)
Michiel E. Hochstenbach
Probabilistic Upper Bounds for the Matrix Two-Norm. J. Sci. Comput. 57 (3) (2013)
Ivo W. M. Bleylevens, Michiel E. Hochstenbach, Ralf L. M. Peeters
Polynomial optimization and a Jacobi-Davidson type method for commuting matrices. Appl. Math. Comput. 224 (2013)
Calin-Ioan Gheorghiu, Michiel E. Hochstenbach, Bor Plestenjak, Joost Rommes
Spectral collocation solutions to multiparameter Mathieu's system. Appl. Math. Comput. 218 (24) (2012)
Michiel E. Hochstenbach, Lothar Reichel
Combining approximate solutions for linear discrete ill-posed problems. J. Comput. Appl. Math. 236 (8) (2012)
Michiel E. Hochstenbach, Lothar Reichel
Subspace-restricted singular value decompositions for linear discrete ill-posed problems. J. Comput. Appl. Math. 235 (4) (2010)
Michiel E. Hochstenbach, Yvan Notay
Controlling Inner Iterations in the Jacobi-Davidson Method. SIAM J. Matrix Anal. Appl. 31 (2) (2009)
Michiel E. Hochstenbach, Gerard L. G. Sleijpen
Harmonic and refined Rayleigh-Ritz for the polynomial eigenvalue problem. Numer. Linear Algebra Appl. 15 (1) (2008)
Peter Arbenz, Michiel E. Hochstenbach
A Jacobi-Davidson Method for Solving Complex Symmetric Eigenvalue Problems. SIAM J. Sci. Comput. 25 (5) (2004)
Michiel E. Hochstenbach, Tomaz Kosir, Bor Plestenjak
A Jacobi-Davidson Type Method for the Two-Parameter Eigenvalue Problem. SIAM J. Matrix Anal. Appl. 26 (2) (2004)
Michiel E. Hochstenbach, Henk A. van der Vorst
Alternatives to the Rayleigh Quotient for the Quadratic Eigenvalue Problem. SIAM J. Sci. Comput. 25 (2) (2003)
Michiel E. Hochstenbach, Bor Plestenjak
A Jacobi-Davidson Type Method for a Right Definite Two-Parameter Eigenvalue Problem. SIAM J. Matrix Anal. Appl. 24 (2) (2002)
Jos L. M. van Dorsselaer, Michiel E. Hochstenbach, Henk A. van der Vorst
Computing Probabilistic Bounds for Extreme Eigenvalues of Symmetric Matrices with the Lanczos Method. SIAM J. Matrix Anal. Appl. 22 (3) (2001)
Michiel E. Hochstenbach
A Jacobi-Davidson Type SVD Method. SIAM J. Sci. Comput. 23 (2) (2001)