3 papers
math.NA2024
A preconditioned inverse iteration with an improved convergence guarantee
Foivos Alimisis, Daniel Kressner, Nian Shao +1
Preconditioned eigenvalue solvers offer the possibility to incorporate preconditioners for the solution of large-scale eigenvalue problems, as they arise from the discretization of…
math.OC2024★ 1 cited
A Nesterov-style Accelerated Gradient Descent Algorithm for the Symmetric Eigenvalue Problem
Foivos Alimisis, Simon Vary, Bart Vandereycken
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-defi…
math.NA2022
Streaming Tensor Train Approximation
Daniel Kressner, Bart Vandereycken, Rik Voorhaar
Tensor trains are a versatile tool to compress and work with high-dimensional data and functions. In this work we introduce the Streaming Tensor Train Approximation (STTA), a new c…