Vorträge in der Woche 13.07.2026 bis 19.07.2026

Donnerstag, 16.07.2026: An optimizer's perspective on dynamical low-rank approximation

Dr. Andrew McRae (ENPC, Paris)

I will discuss connections between dynamical low-rank approximation and the problem of optimization over low-rank matrices. These are two distinct problems which often arise in very different settings and are typically studied by different communities, yet many principles of algorithmic design and certain technical challenges (in particular, the issue of rank-deficiency) are the same. I will compare the different goals, some popular algorithmic approaches and challenges, and the potential need for rank adaptivity for the two settings. I will discuss which ideas transfer and which do not. Finally, I will show some numerical exploration of how well algorithms designed for one problem perform when adapted to the other problem.