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Cited by 253

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Alternating Minimal Energy Methods for Linear Systems in Higher Dimensions

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Dolgov, Sergey V., Savostyanov, Dmitry V.·2014·SIAM Journal on Scientific Computing

Abstract

We propose algorithms for the solution of high-dimensional symmetrical positive definite (SPD) linear systems with the matrix and the right-hand side given and the solution sought in a low-rank format. Similarly to density matrix renormalization group (DMRG) algorithms, our methods optimize the components of the tensor product format subsequently. To improve the convergence, we expand the search space by an inexact gradient direction. We prove the geometrical convergence and estimate the convergence rate of the proposed methods utilizing the analysis of the steepest descent algorithm. The complexity of the presented algorithms is linear in the mode size and dimension, and the demonstrated convergence is comparable to or even better than the one of the DMRG algorithm. In the numerical experiment we show that the proposed methods are also efficient for non-SPD systems, for example, those arising from the chemical master equation describing the gene regulatory model at the mesoscopic scale.

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Metadata

Authors
Dolgov, S. V., & Savostyanov, D. V.
Venue
SIAM Journal on Scientific Computing
Published
2014-01
Volume
36
Issue
5
Pages
A2248-A2271
ISSN
  • 1064-8275 (ISSN-L)
  • 1095-7197
OpenAlex
W1996869553
Cited by
253
References
62
FWCI
7.24
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Alternating Minimal Energy Methods for Linear Systems in Higher Dimensions. https://app.cochat.ai/papers/10.1137/140953289
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Dolgov, S. V., & Savostyanov, D. V. (2014). Alternating Minimal Energy Methods for Linear Systems in Higher Dimensions. SIAM Journal on Scientific Computing. https://doi.org/10.1137/140953289

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