Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Journal articles
  4. From low-rank retractions to dynamical low-rank approximation and back
 
research article

From low-rank retractions to dynamical low-rank approximation and back

Seguin, Axel
•
Ceruti, Gianluca
•
Kressner, Daniel  
September 1, 2024
Bit Numerical Mathematics

In algorithms for solving optimization problems constrained to a smooth manifold, retractions are a well-established tool to ensure that the iterates stay on the manifold. More recently, it has been demonstrated that retractions are a useful concept for other computational tasks on manifold as well, including interpolation tasks. In this work, we consider the application of retractions to the numerical integration of differential equations on fixed-rank matrix manifolds. This is closely related to dynamical low-rank approximation (DLRA) techniques. In fact, any retraction leads to a numerical integrator and, vice versa, certain DLRA techniques bear a direct relation with retractions. As an example for the latter, we introduce a new retraction, called KLS retraction, that is derived from the so-called unconventional integrator for DLRA. We also illustrate how retractions can be used to recover known DLRA techniques and to design new ones. In particular, this work introduces two novel numerical integration schemes that apply to differential equations on general manifolds: the accelerated forward Euler (AFE) method and the Projected Ralston-Hermite (PRH) method. Both methods build on retractions by using them as a tool for approximating curves on manifolds. The two methods are proven to have local truncation error of order three. Numerical experiments on classical DLRA examples highlight the advantages and shortcomings of these new methods.

  • Files
  • Details
  • Metrics
Type
research article
DOI
10.1007/s10543-024-01028-7
Web of Science ID

WOS:001248742000001

Author(s)
Seguin, Axel
Ceruti, Gianluca
Kressner, Daniel  
Date Issued

2024-09-01

Publisher

Springer

Published in
Bit Numerical Mathematics
Volume

64

Issue

3

Start page

25

Subjects

Technology

•

Physical Sciences

•

Dynamical Low-Rank Approximation

•

Retraction

•

Time Integration

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANCHP  
FunderGrant Number

Schweizerischer Nationalfonds zur Frderung der Wissenschaftlichen Forschung

Available on Infoscience
July 3, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/209090
Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés