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Related papers: Krylov-Type Methods for Tensor Computations

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Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, e.g., from the discretization of partial differential equations. While extended and rational…

Numerical Analysis · Mathematics 2020-02-06 Daniel Kressner , Kathryn Lund , Stefano Massei , Davide Palitta

In applications where the tensor rank decomposition arises, one often relies on its identifiability properties for interpreting the individual rank-$1$ terms appearing in the decomposition. Several criteria for identifiability have been…

Algebraic Geometry · Mathematics 2022-09-02 Luca Chiantini , Giorgio Ottaviani , Nick Vannieuwenhoven

Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate…

Data Structures and Algorithms · Computer Science 2015-11-02 Cameron Musco , Christopher Musco

A numerical approach to compute tensor integrals in one-loop calculations is presented. The algorithm is based on a recursion relation which allows to express high rank tensor integrals as a function of lower rank ones. At each level of…

High Energy Physics - Phenomenology · Physics 2010-02-03 F. del Aguila , R. Pittau

In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…

Numerical Analysis · Mathematics 2008-05-29 S. Friedland , V. Mehrmann

While Spectral Methods have long been used for Principal Component Analysis, this survey focusses on work over the last 15 years with three salient features: (i) Spectral methods are useful not only for numerical problems, but also discrete…

Data Structures and Algorithms · Computer Science 2010-04-09 Ravindran Kannan

Krylov subspace recycling is a powerful tool for solving long series of large, sparse linear systems that change slowly. In PDE constrained shape optimization, these appear naturally, as hundreds or more optimization steps are needed with…

Numerical Analysis · Mathematics 2020-10-23 Matthias Bolten , Eric de Sturler , Camilla Hahn

A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…

Numerical Analysis · Mathematics 2023-08-23 Liam Burke , Stefan Güttel

Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To…

Machine Learning · Statistics 2014-05-09 Ming Yuan , Cun-Hui Zhang

An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is…

Optimization and Control · Mathematics 2019-05-31 Lukas Exl

Tensors play a central role in many modern machine learning and signal processing applications. In such applications, the target tensor is usually of low rank, i.e., can be expressed as a sum of a small number of rank one tensors. This…

Machine Learning · Statistics 2015-05-18 Parikshit Shah , Nikhil Rao , Gongguo Tang

Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…

Numerical Analysis · Mathematics 2024-12-02 Cecilia Chen , John Urschel

Krylov methods rely on iterated matrix-vector products $A^k u_j$ for an $n\times n$ matrix $A$ and vectors $u_1,\ldots,u_m$. The space spanned by all iterates $A^k u_j$ admits a particular basis -- the \emph{maximal Krylov basis} -- which…

Symbolic Computation · Computer Science 2024-08-21 Vincent Neiger , Clément Pernet , Gilles Villard

The Rosenbrock-Krylov family of time integration schemes is an extension of Rosenbrock-W methods that employs a specific Krylov based approximation of the linear system solutions arising within each stage of the integrator. This work…

Numerical Analysis · Mathematics 2019-10-08 Paul Tranquilli , Ross Glandon , Adrian Sandu

By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…

Functional Analysis · Mathematics 2019-01-11 R. N. Gumerov , A. S. Sharafutdinov

We consider the problem of rank-$1$ low-rank approximation (LRA) in the matrix-vector product model under various Schatten norms: $$ \min_{\|u\|_2=1} \|A (I - u u^\top)\|_{\mathcal{S}_p} , $$ where $\|M\|_{\mathcal{S}_p}$ denotes the…

Data Structures and Algorithms · Computer Science 2023-04-07 Ainesh Bakshi , Shyam Narayanan

This paper is concerned with the regularization of large-scale discrete inverse problems by means of inexact Krylov methods. Specifically, we derive two new inexact Krylov methods that can be efficiently applied to unregularized or…

Numerical Analysis · Mathematics 2021-05-18 Silvia Gazzola , Malena Sabaté Landman

Continuous-time Markov chains describing interacting processes exhibit a state space that grows exponentially in the number of processes. This state-space explosion renders the computation or storage of the time-marginal distribution, which…

Numerical Analysis · Mathematics 2020-06-16 Peter Georg , Lars Grasedyck , Maren Klever , Rudolf Schill , Rainer Spang , Tilo Wettig

Tensor completion can estimate missing values of a high-order data from its partially observed entries. Recent works show that low rank tensor ring approximation is one of the most powerful tools to solve tensor completion problem. However,…

Numerical Analysis · Mathematics 2021-01-03 Abdul Ahad , Zhen Long , Ce Zhu , Yipeng Liu

In the realm of tensor optimization, the low-rank Tucker decomposition is crucial for reducing the number of parameters and for saving storage. We explore the geometry of Tucker tensor varieties -- the set of tensors with bounded Tucker…

Optimization and Control · Mathematics 2024-07-16 Bin Gao , Renfeng Peng , Ya-xiang Yuan