Speaker
Gianluca Ceruti
(University of Tuebingen)
Description
Dynamical low-rank approximation is introduced and a numerical integrator that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix differential equation is presented. We show that low-rank time-dependent matrices are reproduced exactly, and the error behaviour is robust to the presence of small singular values of the solution or the approximate solution. The proposed structure preserving integrator and his properties are then extended to (anti-)symmetric low-rank Tucker tensors.
Primary authors
Gianluca Ceruti
(University of Tuebingen)
Christian Lubich
(University of Tuebingen)
