Greedy algorithms for high-dimensional non-symmetric linear problems
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Abstract: In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor product functions, each term of which is iteratively computed via a greedy algorithm. There exists a good theoretical framework for these methods in the case of (linear and nonlinear) symmetric elliptic problems. However, the convergence results are not valid any more as soon as the problems considered are not symmetric. We present here a review of the main algorithms proposed in the literature to circumvent this difficulty, together with some new approaches. The theoretical convergence results and the practical implementation of these algorithms are discussed. Their behaviors are illustrated through some numerical examples.
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Cited in
(12)- A dynamical adaptive tensor method for the Vlasov-Poisson system
- On the convergence of alternating minimization methods in variational PGD
- Greedy training algorithms for neural networks and applications to PDEs
- Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
- Convergence results on greedy algorithms for high-dimensional eigenvalue problems
- Ideal minimal residual-based proper generalized decomposition for non-symmetric multi-field models -- application to transient elastodynamics in space-time domain
- Greedy algorithms for high-dimensional eigenvalue problems
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