Greedy algorithms for high-dimensional eigenvalue problems

Abstract

In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their orthogonalized versions. The performance of our algorithms is illustrated on numerical test cases (including the computation of the buckling modes of a microstructured plate), and compared with that of another greedy algorithm for eigenvalue problems introduced by Ammar and Chinesta.