Dynamical low-rank approximation: applications and numerical experiments
Achim Nonnenmacher and
Christian Lubich
Mathematics and Computers in Simulation (MATCOM), 2008, vol. 79, issue 4, 1346-1357
Abstract:
Dynamical low-rank approximation is a differential-equation-based approach to efficiently compute low-rank approximations to time-dependent large data matrices or to solutions of large matrix differential equations. We illustrate its use in the following application areas: as an updating procedure in latent semantic indexing for information retrieval, in the compression of series of images, and in the solution of time-dependent partial differential equations, specifically on a blow-up problem of a reaction-diffusion equation in two and three spatial dimensions. In 3D and higher dimensions, space discretization yields a tensor differential equation whose solution is approximated by low-rank tensors, effectively solving a system of discretized partial differential equations in one spatial dimension.
Keywords: Dynamical low-rank approximation; Differential equations; Model reduction; Latent semantic indexing; Image compression; Blow-up; Tensor approximation (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378475408001390
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:79:y:2008:i:4:p:1346-1357
DOI: 10.1016/j.matcom.2008.03.007
Access Statistics for this article
Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens
More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().