Towards a Vector Field Based Approach to the Proper Generalized Decomposition (PGD)

Abstract

A novel algorithm called the Proper Generalized Decomposition (PGD) is widely used by the engineering community to compute the solution of high dimensional problems. However, it is well-known that the bottleneck of its practical implementation focuses on the computation of the so-called best rank-one approximation. Motivated by this fact, we are going to discuss some of the geometrical aspects of the best rank-one approximation procedure. More precisely, our main result is to construct explicitly a vector field over a low-dimensional vector space and to prove that we can identify its stationary points with the critical points of the best rank-one optimization problem. To obtain this result, we endow the set of tensors with fixed rank-one with an explicit geometric structure.