An optimization approach for dynamical Tucker tensor approximation

DOI10.1016/J.RINAM.2019.100002zbMATH Open1452.65081arXiv1709.09966OpenAlexW2758339424WikidataQ114135818 ScholiaQ114135818MaRDI QIDQ2211045FDOQ2211045

Authors: L. Exl 

Publication date: 10 November 2020

Published in: Results in Applied Mathematics (Search for Journal in Brave)

Abstract: An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is reformulated as fitting problem subject to the tangent space without relying on an orthogonality gauge condition. A discrete Euler scheme is established in an alternating least squares framework, where the quadratic subproblems reduce to trace optimization problems, that are shown to be explicitly solvable and accessible using SVD of small size. In the presence of small singular values, instability for larger ranks is reduced, since the method does not need the (pseudo) inverse of matricizations of the core tensor. Regularization of Tikhonov type can be used to compensate for the lack of uniqueness in the tangent space. The method is validated numerically and shown to be stable also for larger ranks in the case of small singular values of the core unfoldings. Higher order explicit integrators of Runge-Kutta type can be composed.

Full work available at URL: https://arxiv.org/abs/1709.09966

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zbMATH Keywords

low-rank approximationmodel order reductionsmall singular valuesdynamical tensor approximationorthogonality gauge conditiontensor differential equations

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Cites Work

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• Time integration of tensor trains
• Time integration of rank-constrained Tucker tensors
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• Discretized dynamical low-rank approximation in the presence of small singular values

Cited In (3)

• Two-level QTT-Tucker format for optimized tensor calculus
• Greedy low-rank approximation in Tucker format of solutions of tensor linear systems
• On optimal low rank Tucker approximation for tensors: the case for an adjustable core size

Uses Software

• TensorToolbox
• MCTDH
• TensorToolbox.jl

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