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

DOI10.1002/NLA.2439arXiv2012.00815WikidataQ114235398 ScholiaQ114235398MaRDI QIDQ6355072FDOQ6355072

Authors: Koen Ruymbeek, Karl Meerbergen, Wim Michiels 

Publication date: 1 December 2020

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.

Mathematics Subject Classification ID

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

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