Lecture note 27/2005
An Introduction to Structured Tensor-Product Representation of Discrete Nonlocal Operators.
Boris N. Khoromskij
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Submission date: 27. Jul. 2005
Khoromskij, B. N.: An introduction to structured tensor-product representation of discrete nonlocal operators
Leipzig : Max-Planck-Institut für Mathematik in den Naturwissenschaften, 2005. - 279 p.
(Lecture notes / Max Planck Institute for Mathematics in the Sciences ; 27/2005)
MSC-Numbers: 65F50, 65F30, 65FN3, 65F10
Keywords and phrases: matrix approximation, hierarchical matrices, kronecker products, integral operators, high dimensional tensors
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These notes are based on a lecture course given by the author in the summer semester of 2005 for postgraduate students at the University of Leipzig/Max-Planck-Institute for Mathematics in the Sciences. The purpose of this course was to provide an introduction to modern methods of a data-sparse representation to integral and more general nonlocal operators based on the use of Kronecker tensor-product decomposition.
In recent years multifactor analysis has been recognised as a powerful (and really indispensable) tool to represent multi-dimensional data arising in various applications. Well-known since three decades in chemometics, physicometrics, statistics, signal processing, data mining and in complexity theory, nowadays this tool has also become attractive in numerical PDEs, many-particle calculations, and in solving integral equations.
Our goal is to introduce the main mathematical ideas and principles which
allow effective representation of some
classes of high-dimensional operators in the Kronecker tensor-product form,
as well as rigorous analysis of the arising approximations.
Low Kronecker-rank representation of operators not only relaxes
the ``curse of dimensionality'', but also provides efficient numerical
methods of sub-linear complexity to approximate 2D- and 3D-problems.
Leipzig, July 2005.