On approximation algorithm for orthogonal low-rank tensor approximation
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Publication:2159448
DOI10.1007/S10957-022-02050-XzbMATH Open1493.90154arXiv2012.14594OpenAlexW3115518109MaRDI QIDQ2159448FDOQ2159448
Publication date: 1 August 2022
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Abstract: The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound was only established when the number of orthonormal factors is one. To this end, by further exploring the multilinearity and orthogonality of the problem, we introduce a modified approximation algorithm. Approximation lower bound is established, either in deterministic or expected sense, no matter how many orthonormal factors there are. In addition, a major feature of the new algorithm is its flexibility to allow either deterministic or randomized procedures to solve a key step of each latent orthonormal factor involved in the algorithm. This feature can reduce the computation of large SVDs, making the algorithm more efficient. Some numerical studies are provided to validate the usefulness of the proposed algorithm.
Full work available at URL: https://arxiv.org/abs/2012.14594
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Eigenvalues, singular values, and eigenvectors (15A18) Multilinear algebra, tensor calculus (15A69) Nonconvex programming, global optimization (90C26) Best approximation, Chebyshev systems (41A50)
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Cited In (6)
- A Review on Adaptive Low-Rank Approximation Techniques in the Hierarchical Tensor Format
- On Orthogonal Tensors and Best Rank-One Approximation Ratio
- A three-way Jordan canonical form as limit of low-rank tensor approximations
- \(O(d \log N)\)-quantics approximation of \(N\)-\(d\) tensors in high-dimensional numerical modeling
- Orthogonalization Via Deflation: A Minimum Norm Approach for Low-Rank Approximations of a Matrix
- A PTAS for ℓp-Low Rank Approximation
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