Nov 6 – 8, 2019
MPI Magdeburg
Europe/Berlin timezone

Dynamical low-rank approximation of (skew-)symmetric matrices.

Nov 8, 2019, 9:50 AM
Prigogine (MPI Magdeburg)


MPI Magdeburg

MPI for Dynamics of Complex Technical Systems Sandtorstr. 1 39106 Magdeburg
Talk Talks Day III


Gianluca Ceruti (University of Tuebingen)


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)

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