Approximating Matrices with Multiple Symmetries

DOI10.1137/140986347MaRDI QIDQ5265005zbMATH OpenOpenAlexFDO

Authors Charles F. Van Loan, Joseph P. Vokt

Publication date 21 July 2015

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

Full work available at URL https://arxiv.org/abs/1411.6296

zbMATH Keywords

Cholesky factorizationelectronic repulsion integralslow-rank approximationmultilinear productquantum chemistryrank reductionskew-symmetric matrixstructure preservingsymmetric matrixsymmetrytensor

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Hermitian, skew-Hermitian, and related matrices (15B57) Direct numerical methods for linear systems and matrix inversion (65F05)

Abstract: If a tensor with various symmetries is properly unfolded, then the resulting matrix inherits those symmetries. As tensor computations become increasingly important it is imperative that we develop efficient structure preserving methods for matrices with multiple symmetries. In this paper we consider how to exploit and preserve structure in the pivoted Cholesky factorization when approximating a matrix $A$ that is both symmetric ($A=A^T$) and what we call {em perfect shuffle symmetric}, or {em perf-symmetric}. The latter property means that $A=PiAPi$ where $Pi$ is a permutation with the property that $Piv=v$ if $v$ is the vec of a symmetric matrix and $Piv=-v$ if $v$ is the vec of a skew-symmetric matrix. Matrices with this structure can arise when an order-4 tensor $calA$ is unfolded and its elements satisfy $calA(i_1,i_2,i_3,i_4)=calA(i_2,i_1,i_3,i_4)=calA(i_1,i_2,i_4,i_3)=calA(i_3,i_4,i_1,i_2).$ This is the case in certain quantum chemistry applications where the tensor entries are electronic repulsion integrals. Our technique involves a closed-form block diagonalization followed by one or two half-sized pivoted Cholesky factorizations. This framework allows for a lazy evaluation feature that is important if the entries in $calA$ are expensive to compute. In addition to being a structure preserving rank reduction technique, we find that this approach for obtaining the Cholesky factorization reduces the work by up to a factor of 4.

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Cited in

(7)

• Computing a matrix symmetrizer exactly using modified multiple modulus residue arithmetic
• On the spectral structure of Jordan-Kronecker products of symmetric and skew-symmetric matrices
• A class of symmetric and non-symmetric band matrices via binomial coefficients
• A Symmetry Preserving Algorithm for Matrix Scaling
• Structured matrix problems from tensors
• Symmetric Kronecker Products and Semiclassical Wave Packets
• Approximating orthogonal matrices by permutation matrices

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Uses Software

• Psi4
• CTF

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