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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 numerical approximation of partial differential equations (PDEs) poses formidable challenges in high dimensions since classical grid-based methods suffer from the so-called curse of dimensionality. Recent attempts rely on a combination…

Machine Learning · Computer Science 2023-07-31 Lorenz Richter , Leon Sallandt , Nikolas Nüsken

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

Numerical Analysis · Mathematics 2021-04-05 Chuanfu Xiao , Chao Yang , Min Li

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 present efficient and scalable parallel algorithms for performing mathematical operations for low-rank tensors represented in the tensor train (TT) format. We consider algorithms for addition, elementwise multiplication, computing norms…

Numerical Analysis · Mathematics 2021-09-08 Hussam Al Daas , Grey Ballard , Peter Benner

We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

We introduce a family of numerical algorithms for the solution of linear system in higher dimensions with the matrix and right hand side given and the solution sought in the tensor train format. The proposed methods are rank--adaptive and…

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

Two-trust-region subproblem (TTRS), which is the minimization of a general quadratic function over the intersection of two full-dimensional ellipsoids, has been the subject of several recent research. In this paper, to solve TTRS, a hybrid…

Optimization and Control · Mathematics 2018-07-20 Saeid Ansary Karbasy , Maziar Salahi

Low-rank Tucker and CP tensor decompositions are powerful tools in data analytics. The widely used alternating least squares (ALS) method, which solves a sequence of over-determined least squares subproblems, is costly for large and sparse…

Numerical Analysis · Mathematics 2021-08-26 Linjian Ma , Edgar Solomonik

We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…

Numerical Analysis · Mathematics 2016-07-06 Namgil Lee , Andrzej Cichocki

Tensor Train (TT) decompositions provide a powerful framework to compress grid-structured data, such as sampled function values, on regular Cartesian grids. Such high compression, in turn, enables efficient high-dimensional computations.…

Numerical Analysis · Mathematics 2026-01-08 Siddhartha E. Guzman , Egor Tiunov , Leandro Aolita

Bayesian inference in high-dimensional discrete-input additive noise models is a fundamental challenge in communication systems, as the support of the required joint a posteriori probability (APP) mass function grows exponentially with the…

Information Theory · Computer Science 2026-04-08 Luca Schmid , Dominik Sulz , Shrinivas Chimmalgi , Laurent Schmalen

The global optimization of atomic clusters represents a fundamental challenge in computational chemistry and materials science due to the exponential growth of local minima with system size (i.e., the curse of dimensionality). We introduce…

CP decomposition (CPD) is prevalent in chemometrics, signal processing, data mining and many more fields. While many algorithms have been proposed to compute the CPD, alternating least squares (ALS) remains one of the most widely used…

Machine Learning · Computer Science 2022-05-12 Navjot Singh , Edgar Solomonik

Tensor train (TT) decomposition has drawn people's attention due to its powerful representation ability and performance stability in high-order tensors. In this paper, we propose a novel approach to recover the missing entries of incomplete…

Numerical Analysis · Computer Science 2018-12-03 Longhao Yuan , Qibin Zhao , Lihua Gui , Jianting Cao

The accurate approximation of high-dimensional functions is an essential task in uncertainty quantification and many other fields. We propose a new function approximation scheme based on a spectral extension of the tensor-train (TT)…

Numerical Analysis · Mathematics 2016-09-20 Daniele Bigoni , Allan P. Engsig-Karup , Youssef M. Marzouk

Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…

Numerical Analysis · Mathematics 2023-03-30 Yajie Yu , Hanyu Li , Jingchun Zhou

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

The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least…

Numerical Analysis · Mathematics 2015-06-02 Mike Espig , Wolfgang Hackbusch , Aram Khachatryan

This paper introduces a randomized variation of the alternating least squares (ALS) algorithm for rank reduction of canonical tensor formats. The aim is to address the potential numerical ill-conditioning of least squares matrices at each…

Numerical Analysis · Mathematics 2015-10-07 Matthew Reynolds , Alireza Doostan , Gregory Beylkin