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A homotopy method for solving multilinear systems with M-tensors. (English) Zbl 1375.65060

Summary: Multilinear systems of equations arise in various applications, such as numerical partial differential equations, data mining, and tensor complementarity problems. In this paper, we propose a homotopy method for finding the unique positive solution to a multilinear system with a nonsingular M-tensor and a positive right side vector. We analyze the method and prove its convergence to the desired solution. We report some numerical results based on an implementation of the proposed method using a prediction-correction approach for path following.

MSC:

65F30 Other matrix algorithms (MSC2010)
65H20 Global methods, including homotopy approaches to the numerical solution of nonlinear equations
15A69 Multilinear algebra, tensor calculus

Software:

TensorToolbox

References:

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