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.

The main goal of this paper is to extend the so-called Dirac-Frenkel Variational Principle in the framework of tensor Banach spaces. To this end we observe that a tensor product of normed spaces can be described as a union of disjoint connected components. Then we show that each of these connected components, composed by tensors in Tucker format with a fixed rank, is a Banach manifold modelled in a particular Banach space, for which we provide local charts. The description of the local charts of these manifolds is crucial for an algorithmic treatment of high-dimensional partial differential equations and minimization problems. In order to describe the relationship between these manifolds and the natural ambient space we prove under natural conditions that each connected component can be immersed in a particular ambient Banach space. This fact allows us to finally extend the Dirac-Frenkel variational principle in the framework of topological tensor spaces.

The main goal of this paper is to study the geometric structures associated with the representation of tensors in subspace based formats. To do this we use a property of the so-called minimal subspaces which allows us to describe the tensor representation by means of a rooted tree. By using the tree structure and the dimensions of the associated minimal subspaces, we introduce, in the underlying algebraic tensor space, the set of tensors in a tree-based format with either bounded or fixed tree-based rank. This class contains the Tucker format and the Hierarchical Tucker format (including the Tensor Train format). In particular, we show that the set of tensors in the tree-based format with bounded (respectively, fixed) tree-based rank of an algebraic tensor product of normed vector spaces is an analytic Banach manifold. Indeed, the manifold geometry for the set of tensors with fixed tree-based rank is induced by a fibre bundle structure and the manifold geometry for the set of tensors with bounded tree-based rank is given by a finite union of connected components where each of them is a manifold of tensors in the tree-based format with a fixed tree-based rank. The local chart representation of these manifolds is often crucial for an algorithmic treatment of high-dimensional PDEs and minimization problems. In order to describe the relationship between these manifolds and the natural ambient space, we introduce the definition of topological tensor spaces in the tree-based format. We prove under natural conditions that any tensor of the topological tensor space under consideration admits best approximations in the manifold of tensors in the tree-based format with bounded tree-based rank. In this framework, we also show that the tangent (Banach) space at a given tensor is a complemented subspace in the natural ambient tensor Banach space and hence the set of tensors in the tree-based format with bounded (respectively, fixed) tree-based rank is an immersed submanifold. This fact allows us to extend the Dirac-Frenkel variational principle in the bodywork of topological tensor spaces.