Krylov subspace methods for linear systems with tensor product structure

The numerical solution of linear systems with certain tensor product structures is considered. Such structures arise, for example, from the finite element discretization of a linear PDE on a d-dimensional hypercube. Linear systems with tensor product structure can be regarded as linear matrix equations for d = 2 and appear to be their most natural extension for d ≥ 2. A standard Krylov subspace method applied to such a linear system suffers from the curse of dimensionality and has a computational cost that grows exponentially with d. The key to breaking the curse is to note that the solution can often be very well approximated by a vector of low tensor rank. We propose and analyze a new class of methods, so-called tensor Krylov subspace methods, which exploit this fact and attain a computational cost that grows linearly with d. Copyright © 2010 Society for Industrial and Applied Mathematics.


Published in:
SIAM Journal on Matrix Analysis and Applications, 31, 4, 1688-1714
Year:
2009
Publisher:
Society for Industrial and Applied Mathematics
ISSN:
0895-4798
Laboratories:




 Record created 2011-05-05, last modified 2018-03-17

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