A regularized Newton method for the efficient approximation of tensors represented in the canonical tensor format (Q1938432)

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scientific article; zbMATH DE number 6134327
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    A regularized Newton method for the efficient approximation of tensors represented in the canonical tensor format
    scientific article; zbMATH DE number 6134327

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      A regularized Newton method for the efficient approximation of tensors represented in the canonical tensor format (English)
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      4 February 2013
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      In the introduction the authors ``consider a rank approximation algorithm for tensors represented in the canonical format in arbitrary pre-Hilbert tensor product spaces. It is shown that the original approximation problem is equivalent to a finite-dimensional \(l_2\) minimization problem. The \(l_2\) minimization problem is solved by a regularized Newton method which requires the computation and evaluation of the first and second derivative of the objective function. A systematic choice of the initial guess for the iterative scheme is introduced. The effectiveness of the approach is demonstrated in numerical experiments.''
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      minimization method
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      regularized Newton method
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      low tensor rank approximation
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      algorithm
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      pre-Hilbert tensor product spaces
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      numerical experiments
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