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The tensor-train (TT) format is a data-sparse tensor representation commonly used in high dimensional function approximations arising from computational and data sciences. Various sequential and parallel TT decomposition algorithms have…

Numerical Analysis · Mathematics 2025-09-05 Tianyi Shi , Daniel Hayes , Jing-Mei Qiu

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…

Numerical Analysis · Mathematics 2015-03-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

In this paper the efficiency of multilevel sparse tensor approximation methods for high-dimensional affine parametric diffusion equations is investigated. Methodologically, the recently presented Sparse Alternating Least Squares (SALS)…

Numerical Analysis · Mathematics 2026-03-17 Martin Eigel , Philipp Trunschke , Dana Wrischnig

The alternating least squares algorithm for CP and Tucker decomposition is dominated in cost by the tensor contractions necessary to set up the quadratic optimization subproblems. We introduce a novel family of algorithms that uses…

Numerical Analysis · Mathematics 2021-04-15 Linjian Ma , Edgar Solomonik

In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems.…

Numerical Analysis · Mathematics 2025-02-11 Maolin Che , Yimin Wei , Hong Yan

Tensor ring (TR) decomposition has been widely applied as an effective approach in a variety of applications to discover the hidden low-rank patterns in multidimensional data. A well-known method for TR decomposition is the alternating…

Numerical Analysis · Mathematics 2022-10-21 Yajie Yu , Hanyu Li

Using the matrix product state (MPS) representation of tensor train decompositions, in this paper we propose a tensor completion algorithm which alternates over the matrices (tensors) in the MPS representation. This development is motivated…

Numerical Analysis · Computer Science 2016-10-03 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…

Numerical Analysis · Mathematics 2014-06-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

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

The Tensor-Train (TT) format is a highly compact low-rank representation for high-dimensional tensors. TT is particularly useful when representing approximations to the solutions of certain types of parametrized partial differential…

Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…

Data Structures and Algorithms · Computer Science 2024-06-07 Vivek Bharadwaj , Beheshteh T. Rakhshan , Osman Asif Malik , Guillaume Rabusseau

Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…

Machine Learning · Statistics 2017-08-03 Masaaki Imaizumi , Takanori Maehara , Kohei Hayashi

We present a novel tensor interpolation algorithm for the time integration of nonlinear tensor differential equations (TDEs) on the tensor train and Tucker tensor low-rank manifolds, which are the building blocks of many tensor network…

Numerical Analysis · Mathematics 2024-06-12 Behzad Ghahremani , Hessam Babaee

We propose an algorithm for solution of high-dimensional evolutionary equations (ODEs and discretized time-dependent PDEs) in the Tensor Train (TT) decomposition, assuming that the solution and the right-hand side of the ODE admit such a…

Numerical Analysis · Mathematics 2017-10-05 Sergey V. Dolgov

In recent years, the application of tensors has become more widespread in fields that involve data analytics and numerical computation. Due to the explosive growth of data, low-rank tensor decompositions have become a powerful tool to…

Numerical Analysis · Mathematics 2020-11-03 Lingjie Li , Wenjian Yu , Kim Batselier

General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This paper develops a sampler for arbitrary continuous multivariate…

Numerical Analysis · Mathematics 2019-07-05 Sergey Dolgov , Karim Anaya-Izquierdo , Colin Fox , Robert Scheichl

The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in molecular simulations, high-order correlation functions, and optimization. In this paper, we propose four parallelizable algorithms that compute the TT…

Numerical Analysis · Mathematics 2021-11-23 Tianyi Shi , Maximilian Ruth , Alex Townsend

The application of Tensor Networks (TN) in quantum computing has shown promise, particularly for data loading. However, the assumption that data is readily available often renders the integration of TN techniques into Quantum Monte Carlo…

Tensor completion estimates missing components by exploiting the low-rank structure of multi-way data. The recently proposed methods based on tensor train (TT) and tensor ring (TR) show better performance in image recovery than classical…

Machine Learning · Computer Science 2020-04-24 Huyan Huang , Yipeng Liu , Ce Zhu

High-dimensional partial differential equations (PDEs) are ubiquitous in economics, science and engineering. However, their numerical treatment poses formidable challenges since traditional grid-based methods tend to be frustrated by the…

Machine Learning · Statistics 2021-07-20 Lorenz Richter , Leon Sallandt , Nikolas Nüsken
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