A projector-splitting integrator for dynamical low-rank approximation

@inproceedings{Lubich2013API,
  title={A projector-splitting integrator for dynamical low-rank approximation},
  author={Christian Lubich and Ivan V. Oseledets},
  year={2013}
}
The dynamical low-rank approximation of time-dependent matrices is a low-rank factorization updating technique. It leads to differential equations for factors of the matrices, which need to be solved numerically. We propose and analyze a fully explicit, computationally inexpensive integrator that is based on splitting the orthogonal projector onto the tangent space of the low-rank manifold. As is shown by theory and illustrated by numerical experiments, the integrator enjoys robustness… CONTINUE READING
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