Abstract. In this paper, we describe and analyze a novel tensor approximation method for discretized multidimensional functions and operators in R d , based on the idea of multigrid acceleration. The approach stands on successive reiterations of the orthogonal Tucker tensor approximation on a sequence of nested refined grids. On the one hand, it provides a good initial guess for the nonlinear iterations to find the approximating subspaces on finer grids; on the other hand, it allows us to transfer from the coarse-to-fine grids the important data structure information on the location of the so-called most important fibers in directional unfolding matrices. The method indicates linear complexity with respect to the size of data representing the input tensor. In particular, if the target tensor is given by using the rank-R canonical model, then our approximation method is proved to have linear scaling in the univariate grid size n and in the input rank R.T h em e t h o di s tested by three-dimensional (3D) electronic structure calculations. For the multigrid accelerated low Tucker-rank approximation of the all electron densities having strong nuclear cusps, we obtain high resolution of their 3D convolution product with the Newton potential. The accuracy of order 10 −6 in max-norm is achieved on large n × n × n grids up to n =1 .6 · 10 4 ,w i t ht h et i m es c a l ei ns e v e r a l minutes.
We investigate the convergence rate of approximations by finite sums of rank-1 tensors of solutions of multi-parametric elliptic PDEs. Such PDEs arise, for example, in the parametric, deterministic reformulation of elliptic PDEs with random field inputs, based for example, on the M-term truncated Karhunen-Loève expansion. Our approach could be regarded as either a class of compressed approximations of these solution or as a new class of iterative elliptic problem solvers for high dimensional, parametric, elliptic PDEs providing linear scaling complexity in the dimension M of the parameter space. It is based on rank-reduced, tensor-formatted separable approximations of the highdimensional tensors and matrices involved in the iterative process, combined with the use of spectrally equivalent low-rank tensor-structured preconditioners to the parametric matrices resulting from a Finite Element discretization of the high-dimensional parametric, deterministic problems. Numerical illustrations for the M-dimensional parametric elliptic PDEs resulting from sPDEs on parameter spaces of dimensions M ≤ 100 indicate that the gain from employing low-rank tensor-structured matrix formats in the numerical solution of such problems might be substantial.
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