• Corpus ID: 231741368

A Flexible Power Method for Solving Infinite Dimensional Tensor Eigenvalue Problems

@article{Beeumen2021AFP,
  title={A Flexible Power Method for Solving Infinite Dimensional Tensor Eigenvalue Problems},
  author={Roel Van Beeumen and Lana Perisa and Daniel Kressner and Chao Yang},
  journal={ArXiv},
  year={2021},
  volume={abs/2102.00146}
}

• R. V. Beeumen, Lana Perisa, +1 author Chao Yang
• Published 30 January 2021
• Mathematics, Computer Science
• ArXiv

Abstract. We propose a flexible power method for computing the leftmost, i.e., algebraically smallest, eigenvalue of an infinite dimensional tensor eigenvalue problem, Hx = λx, where the infinite dimensional symmetric matrix H exhibits a translational invariant structure. We assume the smallest eigenvalue of H is simple and apply a power iteration of e with the eigenvector represented in a compact way as a translational invariant infinite Tensor Ring (iTR). Hence, the infinite dimensional eigenvector can be represented by a finite number of iTR cores of finite rank. In order to implement this power iteration, we use a small parameter t so that the infinite matrix-vector operation ex can efficiently be approximated by the Lie product formula, also known as Suzuki–Trotter splitting, and we employ a low rank approximation through a truncated singular value decomposition on the iTR cores in order to keep the cost of subsequent power iterations bounded. We also use an efficient way for computing the iTR Rayleigh quotient and introduce a finite size iTR residual which is used to monitor the convergence of the Rayleigh quotient and to modify the timestep t. In this paper, we discuss 2 different implementations of the flexible power algorithm and illustrate the automatic timestep adaption approach for several numerical examples.