Iterative methods based on soft thresholding of hierarchical tensors
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soft thresholdinglow-rank tensor approximationhierarchical tensor formathigh-dimensional elliptic problems
Multidimensional problems (41A63) Iterative numerical methods for linear systems (65F10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Numerical approximation and computational geometry (primarily algorithms) (65D99) Approximation by arbitrary nonlinear expressions; widths and entropy (41A46)
Abstract: We construct a soft thresholding operation for rank reduction of hierarchical tensors and subsequently consider its use in iterative thresholding methods, in particular for the solution of discretized high-dimensional elliptic problems. The proposed method for the latter case automatically adjusts the thresholding parameters, based only on bounds on the spectrum of the operator, such that the arising tensor ranks of the resulting iterates remain quasi-optimal with respect to the algebraic or exponential-type decay of the hierarchical singular values of the true solution. In addition, we give a modified algorithm using inexactly evaluated residuals that retains these features. The practical efficiency of the scheme is demonstrated in numerical experiments.
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Cited in
(14)- Adaptive low-rank approximations for operator equations: accuracy control and computational complexity
- Stability of low-rank tensor representations and structured multilevel preconditioning for elliptic PDEs
- Stable als approximation in the TT-format for rank-adaptive tensor completion
- Weakly Intrusive Low-Rank Approximation Method for Nonlinear Parameter-Dependent Equations
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- Bayesian inversion for electromyography using low-rank tensor formats
- Low-rank tensor methods for partial differential equations
- Iterative hard thresholding for low CP-rank tensor models
- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
- Modified iterations for data-sparse solution of linear systems
- Quantized tensor FEM for multiscale problems: diffusion problems in two and three dimensions
- Convergence bounds for empirical nonlinear least-squares
- Greedy low-rank approximation in Tucker format of solutions of tensor linear systems
- Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
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