Subspace method for multiparameter-eigenvalue problems based on tensor-train representations

DOI10.1002/NLA.2439MaRDI QIDQ6355072arXivWikidataFDO

Authors Koen Ruymbeek, Karl Meerbergen, Wim Michiels

Publication date 1 December 2020

Published in arXiv

Full work available at URL https://doi.org/10.1002/NLA.2439

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

arXiv classification

cs.NAmath.NA

Abstract: In this paper we solve $m$-parameter eigenvalue problems ($m$EPs), with $m$ any natural number by representing the problem using Tensor-Trains (TT) and designing a method based on this format. $m$EPs typically arise when separation of variables is applied to separable boundary value problems. Often, methods for solving $m$EP are restricted to $m=3$, due to the fact that, to the best of our knowledge, no available solvers exist for $m>3$ and reasonable size of the involved matrices. In this paper, we prove that computing the eigenvalues of a $m$EP can be recast into computing the eigenvalues of TT-operators. We adapted the algorithm in cite{Dolgov2014a} for symmetric eigenvalue problems in TT-format to an algorithm for solving generic $m$EPs. This leads to a subspace method whose subspace dimension does not depend on $m$, in contrast to other subspace methods for $m$EPS. This allows us to tackle $m$EPs with $m>3$ and reasonable size of the matrices. We provide theoretical results and report numerical experiments. The MATLAB code is publicly available.

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