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BY-NC-ND 4.0 license Open Access Published by De Gruyter January 1, 2011

DMRG Approach to Fast Linear Algebra in the TT-Format

  • Ivan Oseledets EMAIL logo

Abstract

In this paper, the concept of the DMRG minimization scheme is extended to several important operations in the TT-format, like the matrix-by-vector product and the conversion from the canonical format to the TT-format. Fast algorithms are implemented and a stabilization scheme based on randomization is proposed. The comparison with the direct method is performed on a sequence of matrices and vectors coming as approximate solutions of linear systems in the TT-format. A generated example is provided to show that randomization is really needed in some cases. The matrices and vectors used are available from the author or at http://spring.inm.ras.ru/osel

Received: 2011-06-14
Revised: 2011-08-16
Accepted: 2011-08-21
Published Online: 2011
Published in Print: 2011

© Institute of Mathematics, NAS of Belarus

This article is distributed under the terms of the Creative Commons Attribution Non-Commercial License, which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.

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