Nonintrusive approximation of parametrized limits of matrix power algorithms -- application to matrix inverses and log-determinants

DOI10.1051/M2AN/2018048zbMATH Open1416.65111arXiv1710.02488OpenAlexW2951998030WikidataQ129292606 ScholiaQ129292606MaRDI QIDQ5226427FDOQ5226427

Authors: Fabien Casenave, N. Akkari, Alexandre Charles, Christian Rey 

Publication date: 31 July 2019

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Abstract: We consider in this work quantities that can be obtained as limits of powers of parametrized matrices, for instance the inverse matrix or the logarithm of the determinant. Under the assumption of affine dependence in the parameters, we use the Empirical Interpolation Method (EIM) to derive an approximation for powers of these matrices, from which we derive a nonintrusive approximation for the aforementioned limits. We derive upper bounds of the error made by the obtained formula. Finally, numerical comparisons with classical intrusive and nonintrusive approximation techniques are provided: in the considered test-cases, our algorithm performs well compared to the nonintrusive ones.

Full work available at URL: https://arxiv.org/abs/1710.02488

Recommendations

• Randomized matrix-free trace and log-determinant estimators
• Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)
• The e-MoM approach for approximating matrix functionals
• A general scheme for log-determinant computation of matrices via stochastic polynomial approximation
• Spectral Methods for Parameterized Matrix Equations

zbMATH Keywords

empirical interpolation methodinverse matrixnonintrusive approximationlogarithm of determinant

Mathematics Subject Classification ID

Numerical interpolation (65D05)

Cites Work

• Scikit-learn: machine learning in Python
• Maximum projection designs for computer experiments
• An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
• A general multipurpose interpolation procedure: The magic points
• Variants of the empirical interpolation method: symmetric formulation, choice of norms and rectangular extension
• Nonlinear model reduction via discrete empirical interpolation
• Turbulence and the dynamics of coherent structures. I. Coherent structures
• The proper generalized decomposition for advanced numerical simulations. A primer
• Certified real‐time solution of the parametrized steady incompressible Navier–Stokes equations: rigorous reduced‐basis a posteriori error bounds
• Reduced-basis approximation of the viscous Burgers equation: Rigorous a posteriori error bounds.
• \textit{A priori} convergence of the greedy algorithm for the parametrized reduced basis method
• Model order reduction based on proper generalized decomposition for the propagation of uncertainties in structural dynamics
• An overview of the proper generalized decomposition with applications in computational rheology
• ``Natural norm a posteriori error estimators for reduced basis approximations
• A Mathematical and Computational Framework for Reliable Real-Time Solution of Parametrized Partial Differential Equations
• Output bounds for reduced-basis approximations of symmetric positive definite eigenvalue problems
• Reduced basis approximation and a posteriori error estimation for the parametrized unsteady Boussinesq equations
• Maximum-likelihood estimation of the parameters of a multivariate normal distribution
• A space-time Petrov-Galerkin certified reduced basis method: application to the Boussinesq equations
• Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression
• Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
• A nonintrusive reduced basis method applied to aeroacoustic simulations
• Convergence analysis of the generalized empirical interpolation method
• Interpolation of inverse operators for preconditioning parameter-dependent equations
• A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix

Cited In (1)

• Title not available (Why is that?)

Uses Software

• Scikit

This page was built for publication: Nonintrusive approximation of parametrized limits of matrix power algorithms -- application to matrix inverses and log-determinants

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5226427)