Low-rank tensor completion by Riemannian optimization
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Publication:398628
DOI10.1007/S10543-013-0455-ZzbMATH Open1300.65040arXiv1508.02988OpenAlexW2081962379WikidataQ115384194 ScholiaQ115384194MaRDI QIDQ398628FDOQ398628
Authors: Daniel Kressner, Michael Steinlechner, Bart Vandereycken 
Publication date: 15 August 2014
Published in: BIT (Search for Journal in Brave)
Abstract: The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially with the number of dimensions, making the use of classic iterative solvers infeasible. During the last few years, low-rank tensor approaches have been developed that allow to mitigate this curse of dimensionality by exploiting the underlying structure of the linear operator. In this work, we focus on tensors represented in the Tucker and tensor train formats. We propose two preconditioned gradient methods on the corresponding low-rank tensor manifolds: A Riemannian version of the preconditioned Richardson method as well as an approximate Newton scheme based on the Riemannian Hessian. For the latter, considerable attention is given to the efficient solution of the resulting Newton equation. In numerical experiments, we compare the efficiency of our Riemannian algorithms with other established tensor-based approaches such as a truncated preconditioned Richardson method and the alternating linear scheme. The results show that our approximate Riemannian Newton scheme is significantly faster in cases when the application of the linear operator is expensive.
Full work available at URL: https://arxiv.org/abs/1508.02988
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numerical resultslow-rank approximationalgorithmhigh-dimensionalityTucker decompositionreconstructionRiemannian optimizationnonlinear conjugate gradient methodtensor completion problem
Numerical mathematical programming methods (65K05) Matrix completion problems (15A83) Nonlinear programming (90C30) Vector and tensor algebra, theory of invariants (15A72)
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