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Computational Methods in Applied Mathematics

Editor-in-Chief: Carstensen, Carsten

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Volume 11, Issue 3 (Jan 2011)


Preconditioned Low-Rank Methods for High-Dimensional Elliptic PDE Eigenvalue Problems

Daniel Kressner
  • Chair of Numerical Algorithms and HPC, MATHICSE, EPF Lausanne, CH-1015 Lausanne, Switzerland.
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Christine Tobler
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We consider elliptic PDE eigenvalue problems on a tensorized domain, discretized such that the resulting matrix eigenvalue problem Ax=λx exhibits Kronecker product structure. In particular, we are concerned with the case of high dimensions, where standard approaches to the solution of matrix eigenvalue problems fail due to the exponentially growing degrees of freedom. Recent work shows that this curse of dimensionality can in many cases be addressed by approximating the desired solution vector x in a low-rank tensor format. In this paper, we use the hierarchical Tucker decomposition to develop a low-rank variant of LOBPCG, a classical preconditioned eigenvalue solver. We also show how the ALS and MALS (DMRG) methods known from computational quantum physics can be adapted to the hierarchical Tucker decomposition. Finally, a combination of ALS and MALS with LOBPCG and with our low-rank variant is proposed. A number of numerical experiments indicate that such combinations represent the methods of choice.

Keywords: high-dimensional PDE eigenvalue problems; low-rank tensor methods; LOBPCG; ALS; DMRG

About the article

Received: 2011-07-23

Revised: 2011-08-16

Accepted: 2011-09-10

Published in Print:

Citation Information: Computational Methods in Applied Mathematics Comput. Methods Appl. Math., ISSN (Online) 1609-9389, ISSN (Print) 1609-4840, DOI: https://doi.org/10.2478/cmam-2011-0020. Export Citation

© Institute of Mathematics, NAS of Belarus. This article is distributed under the terms of the Creative Commons Attribution Non-Commercial License, which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY-NC-ND 4.0)

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