Research

Presentations and talks

A selection of some of my conference talks and posters.

(pdf) 2014 Multivariate time series estimation via projections and matrix equations Structured Numerical Linear and Multilinear Algebra, Kalamata (Greece).
(pdf) 2014 Permuted graph bases for structured subspaces and pencils 4th IMA Conference on Numerical Linear Algebra and Optimisation, Birmingham (UK).
(pdf) 2014 Triplet representations for matrix equations in queuing theory (poster) Householder Symposium, Spa (Belgium).
(pdf) 2014 Algorithms for matrix functions and equations Congresso GNCS, Montecatini (Italy).
Talk summarizing a joint research project --- contains many individual results (not all mine) quickly sketched.
(pdf) 2014 Probabilistic interpretations and accurate algorithms for stochastic fluid models University of Adelaide (Australia).
Talk given during a research visit.
(pdf) 2013 Permuted Graph Bases for Solving Large and Sparse Matrix Equations (poster) MATHEON workshop "Compressed sensing and its applications", Berlin (Germany).
(pdf) 2013 Duality of matrix pencils, singular pencils and linearizations 2013 ILAS Meeting, Providence (USA).
(pdf) 2013 Perturbing Palindromic Matrix Equations to Make Them Solvable FUN13 Advances in Matrix Functions and Matrix Equations, Manchester (UK).
(pdf) 2013 Estimating Econometric Models through Matrix Equations No Free Lunch Seminar, Scuola Normale Superiore, Pisa (Italy).
On the same topic as the Varese one, but targeted to a different audience.
(pdf) 2012 Model estimation through matrix equations in financial econometrics Workshop When probability meets computation, Varese (Italy).
(pdf) 2012 A projection method for the solution of large-scale Lur'e equations 83rd GAMM conference, Darmstadt (Germany).
(pdf) 2011 The benefits of changing identity — in Lagrangian subspaces and doubling algorithms Workshop on matrix equations and tensor techniques, Aachen (Germany).
When all you have is a hammer...
(pdf) 2011 There is no free mean: constructing cheaper matrix geometric means (or the impossibility thereof) ILAS Conference 2011, Braunschweig (Germany).
Presenting the paper "Constructing matrix geometric means", ELA.
(pdf) 2011 Two numerical methods for the solution of Lur'e equations Matrix Methods in Mathematics and Applications, Moscow (Russia).
On my new control theory topics.
(pdf) 2011 Algorithms for nonnegative quadratic vector equations 18th Householder Symposium, Lake Tahoe, CA (USA).
Lots of bunnies!
(pdf) 2010 Algorithms for quadratic matrix equations in probability (With an eye to similarities with Control Theory) TU Berlin, Doktoranden- und Diplomanden-Seminar Numerische Mathematik.
(pdf) 2009 Geometric means of more than two matrices SIAM Applied Linear Algebra Conference, Monterey, CA (USA); minisymposium on functions of matrices.
(pdf) (italian) 2009 Medie, baricentri e matrici. Un problema tra il classico e il moderno.
On the same topic as the Monterey one, but for a popular science talk given for the Mathesis association, Bergamo (Italy).
(pdf) 2008 Some implementation issues on the GKO algorithm. Structured Linear Algebra Problems: Analysis, Algorithms, and Applications, Cortona (Italy).
Based on the paper A note on the O(n)-storage implementation of the GKO algorithm, see below.
(pdf) 2007 Exploiting displacement structure in the solution of a class of nonsymmetric algebraic Riccati equations. 2nd international conference on matrix methods and operator equations, Moscow (Russia).
Based on my master thesis work.

Software

PGDoubling -- a MATLAB package to solve algebraic Riccati equations and solve optimal control problems using permuted graph bases.

Publications

Group seminars

We have seminars in numerical analysis, shared between the Maths and CS departments; everyone working on numerical mathematics in Pisa is invited to participate and let us know what they are doing. Students are welcome!

Theses and work opportunities within my workgroup

See here!