Computing low-rank rightmost eigenpairs of a class of matrix-valued linear operators

DOI10.1007/S10444-021-09895-2zbMATH Open1485.65036OpenAlexW3197762291MaRDI QIDQ2230583FDOQ2230583

Authors: Nicola Guglielmi, Daniel Kressner, Carmela Scalone 

Publication date: 24 September 2021

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10444-021-09895-2

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zbMATH Keywords

spectral abscissalinear operatorsODEs on low-rank manifoldsrightmost eigenmatrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Cites Work

• Computational Methods for Linear Matrix Equations
• On low-rank approximability of solutions to high-dimensional operator equations and eigenvalue problems
• Numerical solution of the Lyapunov equation by approximate power iteration
• Dynamical Low‐Rank Approximation
• Differential Equations and the $QR$ Algorithm
• A projector-splitting integrator for dynamical low-rank approximation
• Low-rank tensor methods with subspace correction for symmetric eigenvalue problems
• On the Continuous Realization of Iterative Processes
• Dynamical systems and non-Hermitian iterative eigensolvers
• Discretized dynamical low-rank approximation in the presence of small singular values
• Matrix Stabilization Using Differential Equations
• Geometric Methods on Low-Rank Matrix and Tensor Manifolds
• Low-rank Riemannian eigensolver for high-dimensional Hamiltonians
• Jacobi-Davidson method on low-rank matrix manifolds

Cited In (3)

• Computing eigenspaces with low rank constraints
• A low-rank power iteration scheme for neutron transport criticality problems
• Positivity preserving stochastic \(\theta\)-methods for selected SDEs

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