A projector-splitting integrator for dynamical low-rank approximation

A projector-splitting integrator for dynamical low-rank approximation by Christian Lubich and Ivan Oseledets. The abstract reads: The dynamical low-rank approximation of time-dependent matrices is a low-rank factorization updating technique. It leads to differential equations for factors of the matrices, which need to be solved numerically. We propose and analyze a fully explicit, computationally inexpensive integrator that is based on splitting the orthogonal projector onto the […]