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We consider dynamical low-rank approximations to parabolic problems on higher-order tensor manifolds in Hilbert spaces. In addition to existence of solutions and their stability with respect to perturbations to the problem data, we show…

Numerical Analysis · Mathematics 2025-05-19 Markus Bachmayr , Henrik Eisenmann , André Uschmajew

Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…

Machine Learning · Computer Science 2023-08-23 Jiani Liu , Qinghua Tao , Ce Zhu , Yipeng Liu , Johan A. K. Suykens

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

In this paper, we study and implement the structural iterative eigensolvers for the large-scale eigenvalue problem in the Bethe-Salpeter equation (BSE) based on the reduced basis approach via low-rank factorizations in generating matrices,…

Numerical Analysis · Mathematics 2017-03-08 Peter Benner , Sergey Dolgov , Venera Khoromskaia , Boris N. Khoromskij

This paper introduces a method for computing eigenvalues and eigenvectors of a generalized Hermitian, matrix eigenvalue problem. The work is focused on large scale eigenvalue problems, where the application of a direct inverse is out of…

Numerical Analysis · Mathematics 2024-02-14 Lothar Nannen , Markus Wess

We consider the problem of learning a low-rank matrix, constrained to lie in a linear subspace, and introduce a novel factorization for modeling such matrices. A salient feature of the proposed factorization scheme is it decouples the…

Machine Learning · Statistics 2018-06-18 Pratik Jawanpuria , Bamdev Mishra

Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…

Quantum Physics · Physics 2008-06-10 Eric J. Heller , Lev Kaplan , Frank Pollmann

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

We propose a new method to solve eigenvalue problems for linear and semilinear second order differential operators in high dimensions based on deep neural networks. The eigenvalue problem is reformulated as a fixed point problem of the…

Machine Learning · Computer Science 2020-10-28 Jiequn Han , Jianfeng Lu , Mo Zhou

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

Machine Learning · Statistics 2024-01-04 Jonathan Schmidt , Philipp Hennig , Jörg Nick , Filip Tronarp

Tensor network techniques are becoming increasingly popular tools to solve partial differential equations within the so-called quantics representation. Their popularity stems from the fact that their spatial resolution depends only…

Quantum Physics · Physics 2026-04-13 Jheng-Wei Li , Nicolas Jolly , Xavier Waintal

Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately…

Computational Finance · Quantitative Finance 2019-02-13 Kathrin Glau , Daniel Kressner , Francesco Statti

We present a novel method called TESALOCS (TEnsor SAmpling and LOCal Search) for multidimensional optimization, combining the strengths of gradient-free discrete methods and gradient-based approaches. The discrete optimization in our method…

Optimization and Control · Mathematics 2025-05-20 Konstantin Sozykin , Andrei Chertkov , Anh-Huy Phan , Ivan Oseledets , Gleb Ryzhakov

The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This paper proposes to…

Methodology · Statistics 2020-11-04 Di Wang , Yao Zheng , Heng Lian , Guodong Li

Quantum machine learning (QML) is a discipline that seeks to transfer the advantages of quantum computing to data-driven tasks. However, many studies rely on toy datasets or heavy feature reduction, raising concerns about their scalability.…

Quantum Physics · Physics 2025-04-16 Federico Tiblias , Anna Schroeder , Yue Zhang , Mariami Gachechiladze , Iryna Gurevych

We propose a hybrid quantum-classical eigensolver to address the computational challenges of simulating strongly correlated quantum many-body systems, where the exponential growth of the Hilbert space and extensive entanglement render…

Quantum Physics · Physics 2025-10-23 Lei Xu , Ling Wang

We consider nonlinear eigenvalue problems to compute all eigenvalues in a bounded region on the complex plane. Based on domain decomposition and contour integrals, two robust and scalable parallel multi-step methods are proposed. The first…

Numerical Analysis · Mathematics 2024-01-18 Yingxia Xi , Jiguang Sun

In this work, we introduce an interior-point method that employs tensor decompositions to efficiently represent and manipulate the variables and constraints of semidefinite programs, targeting problems where the solutions may not be…

Optimization and Control · Mathematics 2025-09-16 Frederik Kelbel , Sergey Dolgov , Dante Kalise , Alessandra Russo

Variational optimization of neural-network representations of quantum states has been successfully applied to solve interacting fermionic problems. Despite rapid developments, significant scalability challenges arise when considering…

Chemical Physics · Physics 2022-08-12 Tianchen Zhao , James Stokes , Shravan Veerapaneni

With the advances in data acquisition technology, tensor objects are collected in a variety of applications including multimedia, medical and hyperspectral imaging. As the dimensionality of tensor objects is usually very high,…

Image and Video Processing · Electrical Eng. & Systems 2019-11-06 Seyyid Emre Sofuoglu , Selin Aviyente