Preprint 58/2020

Modified iterations for data-sparse solution of linear systems

Wolfgang Hackbusch and André Uschmajew

Contact the author: Please use for correspondence this email.
Submission date: 19. May. 2020
Pages: 20
Download full preprint: PDF (852 kB)

A modification of standard linear iterative methods for the solution of linear equations is investigated aiming at improved data-sparsity with respect to a rank function. The convergence speed of the modified method is compared to the rank growth of its iterates for certain model cases. The considered general setup is common in the data-sparse treatment of high dimensional problems such as sparse approximation and low rank tensor calculus.

02.06.2020, 09:32