Related papers: Tensorized block rational Krylov methods for tenso…
We consider the adaptive-rank integration of {2D and 3D} time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled…
We propose a new method for the approximate solution of the Lyapunov equation with rank-$1$ right-hand side, which is based on extended rational Krylov subspace approximation with adaptively computed shifts. The shift selection is obtained…
Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT)…
This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…
Currently, existing tensor recovery methods fail to recognize the impact of tensor scale variations on their structural characteristics. Furthermore, existing studies face prohibitive computational costs when dealing with large-scale…
Low-rank Krylov methods are one of the few options available in the literature to address the numerical solution of large-scale general linear matrix equations. These routines amount to well-known Krylov schemes that have been equipped with…
Given observations of a physical system, identifying the underlying non-linear governing equation is a fundamental task, necessary both for gaining understanding and generating deterministic future predictions. Of most practical relevance…
Mixed-effects models are widely used to model data with hierarchical grouping structures and high-cardinality categorical predictor variables. However, for high-dimensional crossed random effects, current standard computations relying on…
Tensors, or multi-linear forms, are important objects in a variety of areas from analytics, to combinatorics, to computational complexity theory. Notions of tensor rank aim to quantify the "complexity" of these forms, and are thus also…
The tensor train (TT) rank has received increasing attention in tensor completion due to its ability to capture the global correlation of high-order tensors ($\textrm{order} >3$). For third order visual data, direct TT rank minimization has…
We introduce and analyze a mesh-free two-level hybrid Chebyshev-Tucker tensor representation for approximating multivariate functions, which combines tensor-product Chebyshev interpolation with the low-rank Tucker decomposition of the…
A novel tensor-based formula for solving the linear systems involving Kronecker sum is proposed. Such systems are directly related to the matrix and tensor forms of Sylvester equation. The new tensor-based formula demonstrates the…
In the present study, we establish two new block variants of the Conjugate Orthogonal Conjugate Gradient (COCG) and the Conjugate A-Orthogonal Conjugate Residual (COCR) Krylov subspace methods for solving complex symmetric linear systems…
Numerical integration is a classical problem emerging in many fields of science. Multivariate integration cannot be approached with classical methods due to the exponential growth of the number of quadrature nodes. We propose a method to…
Robust and efficient solvers for coupled-adjoint linear systems are crucial to successful aerostructural optimization. Monolithic and partitioned strategies can be applied. The monolithic approach is expected to offer better robustness and…
We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…
Enlarged Krylov subspace methods and their s-step versions were introduced [7] in the aim of reducing communication when solving systems of linear equations Ax = b. These enlarged CG methods consist of enlarging the Krylov subspace by a…
Implementation of many statistical methods for large, multivariate data sets requires one to solve a linear system that, depending on the method, is of the dimension of the number of observations or each individual data vector. This is…
Tensor network (TN) techniques - often used in the context of quantum many-body physics - have shown promise as a tool for tackling machine learning (ML) problems. The application of TNs to ML, however, has mostly focused on supervised and…
It is shown in this paper that, almost all current prevalent iterative \mbox{methods} for solving linear system of equations can be classified as what we called extended Krylov subspace methods. In this paper a new type of iterative methods…