Preconditioned low-rank Riemannian optimization for linear systems with tensor product structure

The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially with the number of dimensions, making the use of classic iterative solvers infeasible. During the last few years, low-rank tensor approaches have been developed that allow to mitigate this curse of dimensionality by exploiting the underlying structure of the linear operator. In this work, we focus on tensors represented in the Tucker and tensor train formats. We propose two preconditioned gradient methods on the corresponding low-rank tensor manifolds: A Riemannian version of the preconditioned Richardson method as well as an approximate Newton scheme based on the Riemannian Hessian. For the latter, considerable attention is given to the efficient solution of the resulting Newton equation. In numerical experiments, we compare the efficiency of our Riemannian algorithms with other established tensor-based approaches such as a truncated preconditioned Richardson method and the alternating linear scheme. The results show that our approximate Riemannian Newton scheme is significantly faster in cases when the application of the linear operator is expensive.Comment: 24 pages, 8 figure

Restarted Nonnegativity Preserving Tensor Splitting Methods via Relaxed Anderson Acceleration for Solving Multi-linear Systems

Multilinear systems play an important role in scientific calculations of practical problems. In this paper, we consider a tensor splitting method with a relaxed Anderson acceleration for solving multilinear systems. The new method preserves nonnegativity for every iterative step and improves the existing ones. Furthermore, the convergence analysis of the proposed method is given. The new algorithm performs effectively for numerical experiments

A literature survey of low-rank tensor approximation techniques

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 would be intractable by classical techniques. This survey attempts to give a literature overview of current developments in this area, with an emphasis on function-related tensors

Composable code generation for high order, compatible finite element methods

It has been widely recognised in the HPC communities across the world, that exploiting modern computer architectures, including exascale machines, to a full extent requires software commu- nities to adapt their algorithms. Computational methods with a high ratio of floating point op- erations to bandwidth are favorable. For solving partial differential equations, which can model many physical problems, high order finite element methods can calculate approximations with a high efficiency when a good solver is employed. Matrix-free algorithms solve the corresponding equations with a high arithmetic intensity. Vectorisation speeds up the operations by calculating one instruction on multiple data elements. Another recent development for solving partial differential are compatible (mimetic) finite ele- ment methods. In particular with application to geophysical flows, compatible discretisations ex- hibit desired numerical properties required for accurate approximations. Among others, this has been recognised by the UK Met office and their new dynamical core for weather and climate fore- casting is built on a compatible discretisation. Hybridisation has been proven to be an efficient solver for the corresponding equation systems, because it removes some inter-elemental coupling and localises expensive operations. This thesis combines the recent advances on vectorised, matrix-free, high order finite element methods in the HPC community on the one hand and hybridised, compatible discretisations in the geophysical community on the other. In previous work, a code generation framework has been developed to support the localised linear algebra required for hybridisation. First, the framework is adapted to support vectorisation and further, extended so that the equations can be solved fully matrix-free. Promising performance results are completing the thesis.Open Acces

To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case

In parametric equations - stochastic equations are a special case - one may want to approximate the solution such that it is easy to evaluate its dependence of the parameters. Interpolation in the parameters is an obvious possibility, in this context often labeled as a collocation method. In the frequent situation where one has a "solver" for the equation for a given parameter value - this may be a software component or a program - it is evident that this can independently solve for the parameter values to be interpolated. Such uncoupled methods which allow the use of the original solver are classed as "non-intrusive". By extension, all other methods which produce some kind of coupled system are often - in our view prematurely - classed as "intrusive". We show for simple Galerkin formulations of the parametric problem - which generally produce coupled systems - how one may compute the approximation in a non-intusive way