An adaptive algebraic multigrid algorithm for low-rank canonical tensor decomposition

DOI10.1137/110855934MaRDI QIDQ4917148zbMATH OpenOpenAlexFDO

Authors H. De Sterck, Killian Miller

Publication date 29 April 2013

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.6091

zbMATH Keywords

algebraic multigridalgorithmalternating least squaresCANDECOMPcanonical tensor decompositionmultilevel methodnumerical examplesnumerical multilinear algebraPARAFAC

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Iterative numerical methods for linear systems (65F10) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Abstract: This paper presents a multigrid algorithm for the computation of the rank-R canonical decomposition of a tensor for low rank R. Standard alternating least squares (ALS) is used as the relaxation method. Transfer operators and coarse-level tensors are constructed in an adaptive setup phase based on multiplicative correction and on Bootstrap algebraic multigrid. An accurate solution is then computed by an additive solve phase based on the Full Approximation Scheme. Numerical tests show that for certain test problems the multilevel method significantly outperforms standalone ALS when a high level of accuracy is required.

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Cited in

(17)

• Greedy low-rank approximation in Tucker format of solutions of tensor linear systems
• MuLOT: multi-level optimization of the canonical polyadic tensor decomposition at large-scale
• Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations
• Nonlinear least squares solver for evaluating canonical tensor decomposition
• Multigrid methods for tensor structured Markov chains with low rank approximation
• Randomized alternating least squares for canonical tensor decompositions: application to a PDE with random data
• A nonlinear GMRES optimization algorithm for canonical tensor decomposition
• Matrix decomposition algorithms for arbitrary order \(C^0\) tensor product finite element systems
• Ideal minimal residual-based proper generalized decomposition for non-symmetric multi-field models -- application to transient elastodynamics in space-time domain
• Range-separated tensor format for many-particle modeling
• On the asymptotic linear convergence speed of Anderson acceleration, Nesterov acceleration, and nonlinear GMRES
• The dynamics of swamps in the canonical tensor approximation problem
• A Review on Adaptive Low-Rank Approximation Techniques in the Hierarchical Tensor Format
• A Riemannian trust region method for the canonical tensor rank approximation problem
• A Derivative-Free Nonlinear Least Squares Solver
• A Derivative-Free Nonlinear Least Squares Solver
• Randomized interpolative decomposition of separated representations

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Uses Software

• TensorToolbox

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