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research article

On low-rank approximability of solutions to high-dimensional operator equations and eigenvalue problems

Kressner, Daniel  
•
Uschmajew, Andre  
2016
Linear Algebra And Its Applications

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems and eigenvalue problems on Hilbert spaces. Although this question is central to the success of all existing solvers based on low-rank tensor techniques, very few of the results available so far allow to draw meaningful conclusions for higher dimensions. In this work, we develop a constructive framework to study low-rank approximability. One major assumption is that the involved linear operator admits a low-rank representation with respect to the chosen tensor format, a property that is known to hold in a number of applications. Simple conditions, which are shown to hold for a fairly general problem class, guarantee that our derived low-rank truncation error estimates do not deteriorate as the dimensionality increases. (C) 2015 Elsevier Inc. All rights reserved.

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Type
research article
DOI
10.1016/j.laa.2015.12.016
Web of Science ID

WOS:000370455800036

Author(s)
Kressner, Daniel  
Uschmajew, Andre  
Date Issued

2016

Publisher

Elsevier Science Inc

Published in
Linear Algebra And Its Applications
Volume

493

Start page

556

End page

572

Subjects

Low-rank tensor approximation

•

High-dimensional equations

•

Singular value decay

•

Richardson iteration

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
April 1, 2016
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/125246
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