Software

Matlab toolboxes


While working with structured matrices I ended up developing, together with Leonardo Robol, two Matlab toolboxes which overload a number of Matlab functionalities for certain classes of matrices:

  • hm-toolbox Library for handling the arithmetic of certain hierarchical matrices: HODLR, HSS and H-matrices. It is freely available here.
  • cqt-toolbox Library for handling finite or infinite Toeplitz matrices plus structured corrections. In the case of infinite matrices the correction represents a compact operator itself. It is freely available here.

Although these packages do not strive for optimal performances they maintain the favorable complexity and constitute a nice framework for prototyping.

Software used in papers' experiments


  • Some algorithms for maximum volume and cross approximation of symmetric semidefinite matrices, click here.
  • Compress-and-restart block Krylov subspace methods for Sylvester matrix equations, click here.
  • A low-rank technique for computing the quasi stationary distribution of subcritical Galton-Watson processes, click here.
  • Fast solvers for two-dimensional fractional differential equations using rank structured matrices, click here.