Low-Rank Dynamics

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Other literature type 01 Jan 2014 English Publisher:Springer International Publishing

Authors: Christian Lubich;

doi: 10.1007/978-3-319-08159-5_19

Low-Rank Dynamics

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Abstract

This note reviews differential equations on manifolds of matrices or tensors of low rank. They serve to approximate, in a low-rank format, large time-dependent matrices and tensors that are either given explicitly via their increments or are unknown solutions of differential equations. Furthermore, low-rank differential equations are used in novel algorithms for eigenvalue optimisation, for instance in robust-stability problems.

Related Organizations

University of Tübingen
Germany

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