English

On the compressibility of tensors

Numerical Analysis 2020-02-04 v2 Numerical Analysis

Abstract

Tensors are often compressed by expressing them in low rank tensor formats. In this paper, we develop three methodologies that bound the compressibility of a tensor: (1) Algebraic structure, (2) Smoothness, and (3) Displacement structure. For each methodology, we derive bounds on storage costs that partially explain the abundance of compressible tensors in applied mathematics. For example, we show that the solution tensor XCn×n×n\mathcal{X} \in \mathbb{C}^{n \times n \times n} of a discretized Poisson equation 2u=1-\nabla^2 u =1 on [1,1]3[-1,1]^3 with zero Dirichlet conditions can be approximated to a relative accuracy of 0<ϵ<10<\epsilon<1 in the Frobenius norm by a tensor in tensor-train format with O(n(logn)2(log(1/ϵ))2)\mathcal{O}(n (\log n)^2 (\log(1/\epsilon))^2) degrees of freedom. As this bound is constructive, we are also able to solve this equation spectrally with O(n(logn)3(log(1/ϵ))3)\mathcal{O}(n (\log n)^3 (\log(1/\epsilon))^3) complexity.

Keywords

Cite

@article{arxiv.1812.09576,
  title  = {On the compressibility of tensors},
  author = {Tianyi Shi and Alex Townsend},
  journal= {arXiv preprint arXiv:1812.09576},
  year   = {2020}
}

Comments

22 pages, 10 figures