97 research outputs found

    Block Circulant and Toeplitz Structures in the Linearized Hartree–Fock Equation on Finite Lattices: Tensor Approach

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    This paper introduces and analyses the new grid-based tensor approach to approximate solution of the elliptic eigenvalue problem for the 3D lattice-structured systems. We consider the linearized Hartree-Fock equation over a spatial L1×L2×L3L_1\times L_2\times L_3 lattice for both periodic and non-periodic problem setting, discretized in the localized Gaussian-type orbitals basis. In the periodic case, the Galerkin system matrix obeys a three-level block-circulant structure that allows the FFT-based diagonalization, while for the finite extended systems in a box (Dirichlet boundary conditions) we arrive at the perturbed block-Toeplitz representation providing fast matrix-vector multiplication and low storage size. The proposed grid-based tensor techniques manifest the twofold benefits: (a) the entries of the Fock matrix are computed by 1D operations using low-rank tensors represented on a 3D grid, (b) in the periodic case the low-rank tensor structure in the diagonal blocks of the Fock matrix in the Fourier space reduces the conventional 3D FFT to the product of 1D FFTs. Lattice type systems in a box with Dirichlet boundary conditions are treated numerically by our previous tensor solver for single molecules, which makes possible calculations on rather large L1×L2×L3L_1\times L_2\times L_3 lattices due to reduced numerical cost for 3D problems. The numerical simulations for both box-type and periodic L×1×1L\times 1\times 1 lattice chain in a 3D rectangular "tube" with LL up to several hundred confirm the theoretical complexity bounds for the block-structured eigenvalue solvers in the limit of large LL.Comment: 30 pages, 12 figures. arXiv admin note: substantial text overlap with arXiv:1408.383

    Fast quadrature techniques for retarded potentials based on TT/QTT tensor approximation

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    We consider the Galerkin approach for the numerical solution of retarded boundary integral formulations of the three dimensional wave equation in unbounded domains. Recently smooth and compactly supported basis functions in time were introduced which allow the use of standard quadrature rules in order to compute the entries of the boundary element matrix. In this paper we use TT and QTT tensor approximations to increase the effciency of these quadrature rules. Various numerical experiments show the substantial reduction of the computational cost that is needed to obtain accurate approximations for the arising integrals

    Geometric methods on low-rank matrix and tensor manifolds

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    In this chapter we present numerical methods for low-rank matrix and tensor problems that explicitly make use of the geometry of rank constrained matrix and tensor spaces. We focus on two types of problems: The first are optimization problems, like matrix and tensor completion, solving linear systems and eigenvalue problems. Such problems can be solved by numerical optimization for manifolds, called Riemannian optimization methods. We will explain the basic elements of differential geometry in order to apply such methods efficiently to rank constrained matrix and tensor spaces. The second type of problem is ordinary differential equations, defined on matrix and tensor spaces. We show how their solution can be approximated by the dynamical low-rank principle, and discuss several numerical integrators that rely in an essential way on geometric properties that are characteristic to sets of low rank matrices and tensors

    Efficient Analysis of High Dimensional Data in Tensor Formats

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    In this article we introduce new methods for the analysis of high dimensional data in tensor formats, where the underling data come from the stochastic elliptic boundary value problem. After discretisation of the deterministic operator as well as the presented random fields via KLE and PCE, the obtained high dimensional operator can be approximated via sums of elementary tensors. This tensors representation can be effectively used for computing different values of interest, such as maximum norm, level sets and cumulative distribution function. The basic concept of the data analysis in high dimensions is discussed on tensors represented in the canonical format, however the approach can be easily used in other tensor formats. As an intermediate step we describe efficient iterative algorithms for computing the characteristic and sign functions as well as pointwise inverse in the canonical tensor format. Since during majority of algebraic operations as well as during iteration steps the representation rank grows up, we use lower-rank approximation and inexact recursive iteration schemes

    Application of hierarchical matrices for computing the Karhunen-Loève expansion

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    Realistic mathematical models of physical processes contain uncertainties. These models are often described by stochastic differential equations (SDEs) or stochastic partial differential equations (SPDEs) with multiplicative noise. The uncertainties in the right-hand side or the coefficients are represented as random fields. To solve a given SPDE numerically one has to discretise the deterministic operator as well as the stochastic fields. The total dimension of the SPDE is the product of the dimensions of the deterministic part and the stochastic part. To approximate random fields with as few random variables as possible, but still retaining the essential information, the Karhunen-Lo`eve expansion (KLE) becomes important. The KLE of a random field requires the solution of a large eigenvalue problem. Usually it is solved by a Krylov subspace method with a sparse matrix approximation. We demonstrate the use of sparse hierarchical matrix techniques for this. A log-linear computational cost of the matrix-vector product and a log-linear storage requirement yield an efficient and fast discretisation of the random fields presented

    Book review: 'Low-rank approximation : algorithms, implementation, approximation' by Ivan Markovsky, Springer, 2019

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