A literature survey of low‐rank tensor approximation techniques

L Grasedyck, D Kressner, C Tobler - GAMM‐Mitteilungen, 2013 - Wiley Online Library
During the last years, low‐rank tensor approximation has been established as a new tool in
scientific computing to address large‐scale linear and multilinear algebra problems, which …

Model order reduction for linear and nonlinear systems: a system-theoretic perspective

U Baur, P Benner, L Feng - Archives of Computational Methods in …, 2014 - Springer
In the past decades, Model Order Reduction (MOR) has demonstrated its robustness and
wide applicability for simulating large-scale mathematical models in engineering and the …

Computational methods for linear matrix equations

V Simoncini - siam REVIEW, 2016 - SIAM
Given the square matrices A,B,D,E and the matrix C of conforming dimensions, we consider
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …

Low-rank matrix completion by Riemannian optimization

B Vandereycken - SIAM Journal on Optimization, 2013 - SIAM
The matrix completion problem consists of finding or approximating a low-rank matrix based
on a few samples of this matrix. We propose a new algorithm for matrix completion that …

[PDF][PDF] Introduction to compressed sensing.

In recent years, compressed sensing (CS) has attracted considerable attention in areas of
applied mathematics, computer science, and electrical engineering by suggesting that it may …

Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

P Benner, J Saak - GAMM‐Mitteilungen, 2013 - Wiley Online Library
Efficient numerical algorithms for the solution of large and sparse matrix Riccati and
Lyapunov equations based on the low rank alternating directions implicit (ADI) iteration have …

Dynamical approximation by hierarchical Tucker and tensor-train tensors

C Lubich, T Rohwedder, R Schneider… - SIAM Journal on Matrix …, 2013 - SIAM
We extend results on the dynamical low-rank approximation for the treatment of time-
dependent matrices and tensors (Koch and Lubich; see [SIAM J. Matrix Anal. Appl., 29 …

Normalized iterative hard thresholding for matrix completion

J Tanner, K Wei - SIAM Journal on Scientific Computing, 2013 - SIAM
Matrices of low rank can be uniquely determined from fewer linear measurements, or
entries, than the total number of entries in the matrix. Moreover, there is a growing literature …

Convergence results for projected line-search methods on varieties of low-rank matrices via Łojasiewicz inequality

R Schneider, A Uschmajew - SIAM Journal on Optimization, 2015 - SIAM
The aim of this paper is to derive convergence results for projected line-search methods on
the real-algebraic variety M_≤k of real m*n matrices of rank at most k. Such methods extend …

The geometry of algorithms using hierarchical tensors

A Uschmajew, B Vandereycken - Linear Algebra and its Applications, 2013 - Elsevier
In this paper, the differential geometry of the novel hierarchical Tucker format for tensors is
derived. The set HT, k of tensors with fixed tree T and hierarchical rank k is shown to be a …