Computing Low-Rank Approximations of Large-Scale Matrices with the Tensor Network Randomized SVD

DOI10.1137/17M1140480zbMath1416.65109arXiv1707.07803OpenAlexW2963484322WikidataQ129414203 ScholiaQ129414203MaRDI QIDQ4584919

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Publication date: 5 September 2018

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.07803

zbMATH Keywords

randomized algorithmcurse of dimensionalitymatrix factorizationtensor networklow-rank tensor approximationmatrix product operatorsingular value decompositon (SVD)tensor train (TT) decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Multilinear algebra, tensor calculus (15A69)

Related Items

Randomized Algorithms for Rounding in the Tensor-Train Format ⋮ Matrix output extension of the tensor network Kalman filter with an application in MIMO Volterra system identification ⋮ Structured Matrix Approximations via Tensor Decompositions ⋮ Global/local model order reduction in coupled flow and linear thermal-poroelasticity ⋮ Block tensor train decomposition for missing data estimation ⋮ Faster tensor train decomposition for sparse data ⋮ Randomized Algorithms for Low-Rank Tensor Decompositions in the Tucker Format

Uses Software

• SparseMatrix
• TT Toolbox

Cites Work

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