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Low rank Tucker-type tensor approximation to classical potentials

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Khoromskij B., Khoromskaia V.

Open Mathematics

2007

tom 5

nr 3

523-550

This paper investigates best rank-(r 1,..., r d) Tucker tensor approximation of higher-order tensors arising from the discretization of linear operators and functions in ℝd. Super-convergence of the best rank-(r 1,..., r d) Tucker-type decomposition with respect to the relative Frobenius norm is proven. Dimensionality reduction by the two-level Tucker-to-canonical approximation is discussed. Tensor-product representation of basic multi-linear algebra operations is considered, including inner, outer and Hadamard products. Furthermore, we focus on fast convolution of higher-order tensors represented by the Tucker/canonical models. Optimized versions of the orthogonal alternating least-squares (ALS) algorithm is presented taking into account the different formats of input data. We propose and test numerically the mixed CT-model, which is based on the additive splitting of a tensor as a sum of canonical and Tucker-type representations. It allows to stabilize the ALS iteration in the case of “ill-conditioned” tensors. The best rank-(r 1,..., r d) Tucker decomposition is applied to 3D tensors generated by classical potentials, for example $$\tfrac{1}{{\left| {x - y} \right|}}, e^{ - \alpha \left| {x - y} \right|} , \tfrac{{e^{ - \left| {x - y} \right|} }}{{\left| {x - y} \right|}}$$ and $$\tfrac{{erf(|x|)}}{{|x|}}$$ with x, y ∈ ℝd. Numerical results for tri-linear decompositions illustrate exponential convergence in the Tucker rank, and robustness of the orthogonal ALS iteration.

Ograniczanie wyników

1 Open Mathematics

1 Khoromskaia V.

1 Khoromskij B.

1 2007

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Low rank Tucker-type tensor approximation to classical potentials