First Bigmath PhD course

In the framework of the activities of the PhD programme in Mathematical Sciences of the Università degli Studi di Milano and of the MSCA-ITN project BIGMATH, the professors

Michiel Hochstenbach and Wil Schilders

TU Eindhoven (NL)

will offer a PhD course on

Model order reduction and large-scale linear algebra

The course will be focussed on advanced linear algebra and model reduction methods.

The topics will include:

Numerical Linear Algebra: general introduction to many topics and their relationships;

SVD, PCA and variants;

relation to feature extraction;

Krylov methods for large-scale systems (linear systems, eigenvalue problems, and generalized problems);

model reduction methods (large-scale and Krylov model reduction, nonlinear and data-driven model reduction).

The course will include lab sessions on examples and case studies.


The course will be held at the Department of Mathematics, Università degli Studi di Milano, Via C. Saldini n.50 – Milano

From March 11 to March 14, 2019 with the following scheduling

  • Monday March 11, 17.00-19.00 (Aula Dottorato – 1st floor)
  • Tuesday March 12 , 8.30-13.00 – Lunch – 14.00-18.30 (Aula C – 2nd floor)
  • Wednesday March 13, 8.30-13.00 – Lunch – 14.00-18.30 (Aula C – 2nd floor)
  • Thursday March 14, 8.30-13.30 (Aula Dottorato – 1st floor)

Participation is free of charge, but people interested in attending the course are kindly requested to send an email to the PhD secretariat ( ) or to the project coordinator, prof. Alessandra Micheletti (