Randomized Algorithms for Low-Rank Tensor Decompositions in the Tucker Format

DOI10.1137/19M1261043zbMath1484.65091arXiv1905.07311OpenAlexW3008842210MaRDI QIDQ5027024

Misha E. Kilmer, Arvind K. Saibaba, Rachel Minster

Publication date: 3 February 2022

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.07311

zbMATH Keywords

randomized algorithmsmultilinear algebratensorslow-rankstructure-preservingTucker decompositions

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Multilinear algebra, tensor calculus (15A69) Randomized algorithms (68W20) Numerical linear algebra (65F99) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Related Items (19)

Low-Rank Tucker Approximation of a Tensor from Streaming Data ⋮ Multilinear POD-DEIM model reduction for 2D and 3D semilinear systems of differential equations ⋮ Structured Matrix Approximations via Tensor Decompositions ⋮ On approximation algorithm for orthogonal low-rank tensor approximation ⋮ An efficient algorithm for computing the approximate t-URV and its applications ⋮ Nonintrusive model order reduction for cross-diffusion systems ⋮ Randomized algorithms for the computation of multilinear rank-\((\mu_1,\mu_2,\mu_3)\) approximations ⋮ Randomized tensor decomposition for large-scale data assimilation problems for carbon dioxide sequestration ⋮ Practical sketching algorithms for low-rank Tucker approximation of large tensors ⋮ Low tubal rank tensor completion based on singular value factors ⋮ Incremental algorithms for truncated higher-order singular value decompositions ⋮ Communication Lower Bounds and Optimal Algorithms for Multiple Tensor-Times-Matrix Computation ⋮ Provable stochastic algorithm for large-scale fully-connected tensor network decomposition ⋮ Optimality conditions for Tucker low-rank tensor optimization ⋮ A randomized singular value decomposition for third-order oriented tensors ⋮ Randomized algorithms for the low multilinear rank approximations of tensors ⋮ An efficient randomized algorithm for computing the approximate Tucker decomposition ⋮ Unnamed Item ⋮ Efficient randomized tensor-based algorithms for function approximation and low-rank kernel interactions

Uses Software

• TensorToolbox
• Tensorlab
• FROSTT
• TensorToolbox.jl
• RandNLA

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