183 research outputs found
Low-rank approximate inverse for preconditioning tensor-structured linear systems
In this paper, we propose an algorithm for the construction of low-rank
approximations of the inverse of an operator given in low-rank tensor format.
The construction relies on an updated greedy algorithm for the minimization of
a suitable distance to the inverse operator. It provides a sequence of
approximations that are defined as the projections of the inverse operator in
an increasing sequence of linear subspaces of operators. These subspaces are
obtained by the tensorization of bases of operators that are constructed from
successive rank-one corrections. In order to handle high-order tensors,
approximate projections are computed in low-rank Hierarchical Tucker subsets of
the successive subspaces of operators. Some desired properties such as symmetry
or sparsity can be imposed on the approximate inverse operator during the
correction step, where an optimal rank-one correction is searched as the tensor
product of operators with the desired properties. Numerical examples illustrate
the ability of this algorithm to provide efficient preconditioners for linear
systems in tensor format that improve the convergence of iterative solvers and
also the quality of the resulting low-rank approximations of the solution
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