An optimization approach for dynamical Tucker tensor approximation

DOI10.1016/J.RINAM.2019.100002MaRDI QIDQ2211045zbMATH OpenOpenAlexWikidataFDO

Authors L. Exl

Publication date 10 November 2020

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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.

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Cited in

(3)

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

Describes a project that uses

Uses Software

• TensorToolbox
• MCTDH
• TensorToolbox.jl

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