Software

Available software from selected research projects:

Matlab code for "Nonlinear Preconditioning Project: Convergence Acceleration for Nonlinear Optimization"

https://github.com/hansdesterck/nonlinear-preconditioning-for-optimization

(this is a compilation of the separate pieces of convergence acceleration software listed below)

Matlab code for N-GMRES optimization

[1] Hans De Sterck, "A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition", SIAM J. Sci. Comput. 34, A1351-A1379, 2012. [pdf]

[2] Hans De Sterck, "Steepest Descent Preconditioning for Nonlinear GMRES Optimization", Numerical Linear Algebra with Applications 20, 453-471, 2013. [pdf]

Matlab code for nonlinearly preconditioned NCG and NGMRES optimization

[1] Hans De Sterck and Manda Winlaw, "Nonlinearly Preconditioned Conjugate Gradient Algorithm for Rank-R Canonical Tensor Approximation", submitted, 2014. [arXiv link]

Matlab code and BMI data for "The Statistical Mechanics of Human Weight Change"

[1] John Lang, Hans De Sterck and Danny Abrams, "The Statistical Mechanics of Human Weight Change", submitted, 2016 [arXiv link]

Matlab code for "Nonlinearly preconditioned L-BFGS as an acceleration mechanism for alternating least squares with application to tensor decomposition"

[1] Hans De Sterck and Alexander J.M. Howse, "Nonlinearly preconditioned L-BFGS as an acceleration mechanism for alternating least squares with application to tensor decomposition", Numerical Linear Algebra with Applications, e2202, 2018. [doi link]