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