A Lanczos-type procedure for tensors

Author:

Cipolla StefanoORCID,Pozza StefanoORCID,Redivo-Zaglia MichelaORCID,Van Buggenhout NielORCID

Abstract

AbstractThe solution of linear non-autonomous ordinary differential equation systems (also known as the time-ordered exponential) is a computationally challenging problem arising in a variety of applications. In this work, we present and study a new framework for the computation of bilinear forms involving the time-ordered exponential. Such a framework is based on an extension of the non-Hermitian Lanczos algorithm to 4-mode tensors. Detailed results concerning its theoretical properties are presented. Moreover, computational results performed on real-world problems confirm the effectiveness of our approach.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

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