Krylov Subspace Methods for Linear Systems with Tensor Product Structure
From MaRDI portal
Publication:3053117
DOI10.1137/090756843zbMath1208.65044OpenAlexW1964200011MaRDI QIDQ3053117
Christine Tobler, Daniel Kressner
Publication date: 4 November 2010
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://infoscience.epfl.ch/record/165589/files/tensorrevision.pdf
algorithmsconvergencelinear systemsconvection-diffusion equationfinite-differencePoisson equationhigh dimensionalityKrylov subspace methodsmatrix exponentialsSylvester equationHessenberg formArnoldi decompositionmatrix-vector multiplicationsKronecker products of matriceslow tensor rank approximationelement basisMATLAB tensor tool box
Boundary value problems for second-order elliptic equations (35J25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06) Multilinear algebra, tensor calculus (15A69) Matrix exponential and similar functions of matrices (15A16)
Related Items
Tensor product method for fast solution of optimal control problems with fractional multidimensional Laplacian in constraints, Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations, Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation, On the solutions of a class of tensor equations, Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations, Matrix-equation-based strategies for convection-diffusion equations, New Algorithms for Computing the Real Structured Pseudospectral Abscissa and the Real Stability Radius of Large and Sparse Matrices, Low rank methods for a class of generalized Lyapunov equations and related issues, Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems, Computational Methods for Linear Matrix Equations, Model order reduction for linear and nonlinear systems: a system-theoretic perspective, TLS formulation and core reduction for problems with structured right-hand sides, A projection method and Kronecker product preconditioner for solving Sylvester tensor equations, Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations, Solving multi-linear systems with \(\mathcal {M}\)-tensors, Tensorized low-rank circulant preconditioners for multilevel Toeplitz linear systems from high-dimensional fractional Riesz equations, Low-Rank Solution of Unsteady Diffusion Equations with Stochastic Coefficients, The geometry of algorithms using hierarchical tensors, Greedy low-rank algorithm for spatial connectome regression, A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations, Extended Krylov subspace methods for solving Sylvester and Stein tensor equations, The accelerated overrelaxation splitting method for solving symmetric tensor equations, Solution of linear systems in high spatial dimensions, Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data, Low-rank tensor structure preservation in fractional operators by means of exponential sums, Deep Neural Networks for Solving Large Linear Systems Arising from High-Dimensional Problems, Kronecker-structured covariance models for multiway data, Recursive blocked algorithms for linear systems with Kronecker product structure, Tensor product-type methods for solving Sylvester tensor equations, Numerical solution of a class of third order tensor linear equations, Preconditioners for Krylov subspace methods: An overview, Stochastic Evaluation of Large Interdependent Composed Models Through Kronecker Algebra and Exponential Sums, Inexact rational Krylov Subspace methods for approximating the action of functions of matrices, A low-rank isogeometric solver based on Tucker tensors, A low-rank approach to the solution of weak constraint variational data assimilation problems, Low-Rank Solution to an Optimization Problem Constrained by the Navier--Stokes Equations, Convergence analysis of the extended Krylov subspace method for the Lyapunov equation, Extending BiCG and BiCR methods to solve the Stein tensor equation, A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations, Low-Rank Updates of Matrix Functions, On the eigenvalue decay of solutions to operator Lyapunov equations, A Krylov Subspace Method for the Approximation of Bivariate Matrix Functions, Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations, Pricing multi-asset option problems: a Chebyshev pseudo-spectral method, A projection method to solve linear systems in tensor format, On condition numbers for Moore–Penrose inverse and linear least squares problem involving Kronecker products, Fast tensor product solvers for optimization problems with fractional differential equations as constraints, On the convergence of Krylov methods with low-rank truncations, Norm and Trace Estimation with Random Rank-one Vectors, Fast IIF-WENO method on non-uniform meshes for nonlinear space-fractional convection-diffusion-reaction equations, Approximation of functions of large matrices with Kronecker structure, Fast numerical schemes for nonlinear space-fractional multidelay reaction-diffusion equations by implicit integration factor methods, Quasioptimality of maximum-volume cross interpolation of tensors, Preconditioned Low-rank Riemannian Optimization for Linear Systems with Tensor Product Structure, Residual-based iterations for the generalized Lyapunov equation, Algorithm 941, Extended Krylov subspace for parameter dependent systems, Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations, Numerical tensor calculus, A globally and quadratically convergent algorithm for solving multilinear systems with \(\mathcal {M}\)-tensors, Matrix equation techniques for certain evolutionary partial differential equations, A modified CG algorithm for solving generalized coupled Sylvester tensor equations, A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids, Q-less QR decomposition in inner product spaces, Modified iterations for data-sparse solution of linear systems, Analytic functional calculus for two operators, Newton's method for M-tensor equations, Least squares solution of the quaternion Sylvester tensor equation, On computing the minimum singular value of a tensor sum, Low rank tensor methods in Galerkin-based isogeometric analysis, Solving differential Riccati equations: a nonlinear space-time method using tensor trains, A general preconditioner accelerated SOR-type iterative method for multi-linear systems with \(\mathcal{Z}\)-tensors, Isogeometric Preconditioners Based on Fast Solvers for the Sylvester Equation, Krylov subspace projection method for Sylvester tensor equation with low rank right-hand side, FINITE ITERATIVE ALGORITHM FOR THE COMPLEX GENERALIZED SYLVESTER TENSOR EQUATIONS, Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey, A literature survey of low-rank tensor approximation techniques, Linearizable Eigenvector Nonlinearities, Tensor Bi-CR Methods for Solutions of High Order Tensor Equation Accompanied by Einstein Product, Input-Tailored System-Theoretic Model Order Reduction for Quadratic-Bilinear Systems, Backward error and perturbation bounds for high order Sylvester tensor equation, Preconditioned TBiCOR and TCORS algorithms for solving the Sylvester tensor equation, Sparse Matrix Factorizations for Fast Linear Solvers with Application to Laplacian Systems, ISLET: Fast and Optimal Low-Rank Tensor Regression via Importance Sketching, Parallel Algorithms for Tensor Train Arithmetic
Uses Software
