Computing functions of very large matrices with small TT/QTT ranks by quadrature formulas

The computation of matrix functions using quadrature formulas and rational approximations of very large structured matrices using tensor trains (TT), and quantized tensor trains (QTT) is considered here. The focus is on matrices with a small TT/QTT rank. Some analysis of the error produced by the use of the TT/QTT representation and the underlying approximation formula used is also provided. Promising experiments on exponential, power, Mittag-Leffler and logarithm function of multilevel Toeplitz matrices, that are among those which generate a low TT/QTT rank representation, are also provided, confirming that the proposed approach is feasible. (C) 2019 Elsevier B.V. All rights reserved.