2. Universidad Cardenal Herrera-CEU

In this paper, we propose a new splitting algorithm for dynamical low-rank approximation motivated by the fibre bundle structure of the set of fixed rank matrices. We first introduce a geometric description of the set of fixed rank matrices which relies on a natural parametrization of matrices. More precisely, it is endowed with the structure of analytic principal bundle, with an explicit description of local charts. For matrix differential equations, we introduce a first order numerical integrator working in local coordinates. The resulting algorithm can be interpreted as a particular splitting of the projection operator onto the tangent space of the low-rank matrix manifold. It is proven to be exact in some particular case. Numerical experiments confirm this result and illustrate the robustness of the proposed algorithm.

In this paper, we introduce a new geometric description of the manifolds of matrices of fixed rank. The starting point is a geometric description of the Grassmann manifold Gr(Rk) of linear subspaces of dimension r < k in Rk, which avoids the use of equivalence classes. The set Gr(Rk) is equipped with an atlas, which provides it with the structure of an analytic manifold modeled on R(k􀀀r) r. Then, we define an atlas for the set Mr(Rk r) of full rank matrices and prove that the resulting manifold is an analytic principal bundle with base Gr(Rk) and typical fibre GLr, the general linear group of invertible matrices in Rk k. Finally, we define an atlas for the setMr(Rn m) of non-full rank matrices and prove that the resulting manifold is an analytic principal bundle with base Gr(Rn) Gr(Rm) and typical fibre GLr. The atlas ofMr(Rn m) is indexed on the manifold itself, which allows a natural definition of a neighbourhood for a given matrix, this neighbourhood being proved to possess the structure of a Lie group. Moreover, the setMr(Rn m) equipped with the topology induced by the atlas is proven to be an embedded submanifold of the matrix space Rn m equipped with the subspace topology. The proposed geometric description then results in a description of the matrix space Rn m, seen as the union of manifoldsMr(Rn m), as an analytic manifold equipped with a topology for which the matrix rank is a continuous map.