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We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…

Data Structures and Algorithms · Computer Science 2016-11-15 Michael Lunglmayr , Christoph Unterrieder , Mario Huemer

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

The main aim of this paper is to develop a new algorithm for computing nonnegative low rank tensor approximation for nonnegative tensors that arise in many multi-dimensional imaging applications. Nonnegativity is one of the important…

Computer Vision and Pattern Recognition · Computer Science 2021-09-28 Tai-Xiang Jiang , Michael K. Ng , Junjun Pan , Guangjing Song

During the last years, low-rank tensor approximation has been established as a new tool in scientific computing to address large-scale linear and multilinear algebra problems, which would be intractable by classical techniques. This survey…

Numerical Analysis · Mathematics 2013-03-01 Lars Grasedyck , Daniel Kressner , Christine Tobler

The alternating least squares (ALS/AltLS) method is a widely used algorithm for computing the CP decomposition of a tensor. However, its convergence theory is still incompletely understood. In this paper, we prove explicit quantitative…

Numerical Analysis · Mathematics 2025-05-21 Nicholas Hu , Mark A. Iwen , Deanna Needell , Rongrong Wang

The low-tubal-rank tensor model has been recently proposed for real-world multidimensional data. In this paper, we study the low-tubal-rank tensor completion problem, i.e., to recover a third-order tensor by observing a subset of its…

Machine Learning · Computer Science 2016-10-12 Xiao-Yang Liu , Shuchin Aeron , Vaneet Aggarwal , Xiaodong Wang

The epsilon alternating least squares ($\epsilon$-ALS) is developed and analyzed for canonical polyadic decomposition (approximation) of a higher-order tensor where one or more of the factor matrices are assumed to be columnwisely…

Optimization and Control · Mathematics 2019-12-06 Yuning Yang

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

We develop algebraic methods for computations with tensor data. We give 3 applications: extracting features that are invariant under the orthogonal symmetries in each of the modes, approximation of the tensor spectral norm, and…

Representation Theory · Mathematics 2021-01-19 Neriman Tokcan , Jonathan Gryak , Kayvan Najarian , Harm Derksen

Tensor train decomposition is one of the most powerful approaches for processing high-dimensional data. For low-rank tensor train decomposition of large tensors, the alternating least squares (ALS) algorithm is widely used by updating each…

Numerical Analysis · Mathematics 2023-09-18 Zhongming Chen , Huilin Jiang , Gaohang Yu , Liqun Qi

We describe a simple, black-box compression format for tensors with a multiscale structure. By representing the tensor as a sum of compressed tensors defined on increasingly coarse grids, we capture low-rank structures on each grid-scale,…

Numerical Analysis · Mathematics 2020-08-18 Oscar Mickelin , Sertac Karaman

Constrained least squares problems arise in many applications. Their memory and computation costs are expensive in practice involving high-dimensional input data. We employ the so-called "sketching" strategy to project the least squares…

Optimization and Control · Mathematics 2021-09-07 Ke Chen , Ruhui Jin

We consider the problem of fitting a low rank tensor $A\in\mathbb{R}^{{\mathcal I}}$, ${\mathcal I} = \{1,\ldots,n\}^{d}$, to a given set of data points $\{M_i\in\mathbb{R}\mid i\in P\}$, $P\subset{\mathcal I}$. The low rank format under…

Numerical Analysis · Mathematics 2015-09-02 Lars Grasedyck , Melanie Kluge , Sebastian Krämer

We show how to develop sampling-based alternating least squares (ALS) algorithms for decomposition of tensors into any tensor network (TN) format. Provided the TN format satisfies certain mild assumptions, resulting algorithms will have…

Numerical Analysis · Mathematics 2022-10-11 Osman Asif Malik , Vivek Bharadwaj , Riley Murray

We consider factoring low-rank tensors in the presence of outlying slabs. This problem is important in practice, because data collected in many real-world applications, such as speech, fluorescence, and some social network data, fit this…

Machine Learning · Statistics 2023-07-19 Xiao Fu , Kejun Huang , Wing-Kin Ma , Nicholas D. Sidiropoulos , Rasmus Bro

Alternating least squares is the most widely used algorithm for CP tensor decomposition. However, alternating least squares may exhibit slow or no convergence, especially when high accuracy is required. An alternative approach is to regard…

Numerical Analysis · Mathematics 2020-06-11 Navjot Singh , Linjian Ma , Hongru Yang , Edgar Solomonik

We are interested in the numerical solution of the tensor least squares problem \[ \min_{\mathcal{X}} \| \mathcal{F} - \sum_{i =1}^{\ell} \mathcal{X} \times_1 A_1^{(i)} \times_2 A_2^{(i)} \cdots \times_d A_d^{(i)} \|_F, \] where…

Numerical Analysis · Mathematics 2025-02-04 Lorenzo Piccinini , Valeria Simoncini

Low-rank tensor approximation approaches have become an important tool in the scientific computing community. The aim is to enable the simulation and analysis of high-dimensional problems which cannot be solved using conventional methods…

Numerical Analysis · Mathematics 2019-02-26 Patrick Gelß , Stefan Klus , Sebastian Matera , Christof Schütte

In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

Numerical Analysis · Mathematics 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain

In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…

Numerical Analysis · Mathematics 2014-10-07 Sergey V. Dolgov , Dmitry V. Savostyanov