Nonnenmacher, Achim; Lubich, Christian - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 4, pp. 1346-1357
Dynamical low-rank approximation is a differential-equation-based approach to efficiently compute low-rank approximations to time-dependent large data matrices or to solutions of large matrix differential equations. We illustrate its use in the following application areas: as an updating...