Randomized Alternating Least Squares for Canonical Tensor Decompositions: Application to A PDE With Random Data

DOI10.1137/15M1042802zbMath1348.65012arXiv1510.01398MaRDI QIDQ2818256

Alireza Doostan, Matthew J. Reynolds, Gregory Beylkin

Publication date: 7 September 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01398

zbMATH Keywords

algorithmnumerical examplescondition numbertensor decompositionalternating least squaresrank reductionseparated representationsstochastic PDErandomized projectioncanonical tensorsoverdetermined least squares problems

Mathematics Subject Classification ID

65F20: Numerical solutions to overdetermined systems, pseudoinverses

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

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Uses Software

• PARAFAC

Cites Work

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