This note reviews differential equations on manifolds of matrices or tensors of low rank. They serve to approximate, in a low-rank format, large timedependentmatrices and tensors that are either given explicitly via their increments or are unknown solutions of differential equations. Furthermore, low-rank differential equations are used in novel algorithms for eigenvalue optimisation, for instance in robust-stability problems.
CITATION STYLE
Lubich, C. (2014). Low-rank dynamics. Lecture Notes in Computational Science and Engineering, 102, 381–396. https://doi.org/10.1007/978-3-319-08159-5_19
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