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Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

In 2011, Kilmer and Martin proposed tensor singular value decomposition (T-SVD) for third order tensors. Since then, T-SVD has applications in low rank tensor approximation, tensor recovery, multi-view clustering, multi-view feature…

Numerical Analysis · Mathematics 2021-08-11 Liqun Qi , Chen Ling , Jinejie Liu , Chen Ouyang

We propose a new fast streaming algorithm for the tensor completion problem of imputing missing entries of a low-tubal-rank tensor using the tensor singular value decomposition (t-SVD) algebraic framework. We show the t-SVD is a…

Signal Processing · Electrical Eng. & Systems 2022-04-18 Kyle Gilman , Davoud Ataee Tarzanagh , Laura Balzano

This paper introduces the functional tensor singular value decomposition (FTSVD), a novel dimension reduction framework for tensors with one functional mode and several tabular modes. The problem is motivated by high-order longitudinal data…

Methodology · Statistics 2023-10-27 Rungang Han , Pixu Shi , Anru R. Zhang

In this paper, we mainly develop the well-known vector and matrix polynomial extrapolation methods in tensor framework. To this end, some new products between tensors are defined and the concept of positive definitiveness is extended for…

Numerical Analysis · Mathematics 2020-04-14 F. P. A. Beik , A. El Ichi , K. Jbilou , R. Sadaka

Using the matrix product state (MPS) representation of the recently proposed tensor ring decompositions, in this paper we propose a tensor completion algorithm, which is an alternating minimization algorithm that alternates over the factors…

Machine Learning · Computer Science 2017-07-27 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron

Random projection (RP) have recently emerged as popular techniques in the machine learning community for their ability in reducing the dimension of very high-dimensional tensors. Following the work in [30], we consider a tensorized random…

Machine Learning · Computer Science 2022-02-04 Beheshteh T. Rakhshan , Guillaume Rabusseau

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

Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced…

Numerical Analysis · Mathematics 2024-01-19 Haoran Deng , Yang Yang , Jiahe Li , Cheng Chen , Weihao Jiang , Shiliang Pu

The higher-order tensor renormalization group (HOTRG) is a fundamental method to calculate the physical quantities by using a tensor network representation. This method is based on the singular value decomposition (SVD) to take the…

Statistical Mechanics · Physics 2023-07-27 Katsumasa Nakayama

In usual (non-stochastic) tensor network calculations, the truncated singular value decomposition (SVD) is often used for approximating a tensor, and it causes systematic errors. By introducing stochastic noise in the approximation,…

High Energy Physics - Lattice · Physics 2023-07-05 Erika Arai , Hiroshi Ohki , Shinji Takeda , Masaaki Tomii

Researchers are increasingly incorporating numeric high-order data, i.e., numeric tensors, within their practice. Just like the matrix/vector (MV) paradigm, the development of multi-purpose, but high-performance, sparse data structures and…

Mathematical Software · Computer Science 2018-02-09 Adam P. Harrison , Dileepan Joseph

Computing with discrete representations of high-dimensional probability distributions is fundamental to uncertainty quantification, Bayesian inference, and stochastic modeling. However, storing and manipulating such distributions suffers…

Numerical Analysis · Mathematics 2025-10-03 Gerhard Kirsten , Bilgesu Bilgin , Janith Petangoda , Phillip Stanley-Marbell

This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

Numerical Analysis · Mathematics 2023-09-25 Joel A. Tropp , Robert J. Webber

This article develops a new algorithm named TTRISK to solve high-dimensional risk-averse optimization problems governed by differential equations (ODEs and/or PDEs) under uncertainty. As an example, we focus on the so-called Conditional…

Numerical Analysis · Mathematics 2022-12-02 Harbir Antil , Sergey Dolgov , Akwum Onwunta

We propose a new cross-conv algorithm for approximate computation of convolution in different low-rank tensor formats (tensor train, Tucker, Hierarchical Tucker). It has better complexity with respect to the tensor rank than previous…

Numerical Analysis · Mathematics 2016-09-07 M. V. Rakhuba , I. V. Oseledets

Due to the iterative nature of most nonnegative matrix factorization (\textsc{NMF}) algorithms, initialization is a key aspect as it significantly influences both the convergence and the final solution obtained. Many initialization schemes…

Numerical Analysis · Computer Science 2019-02-25 Atif Muhammad Syed , Sameer Qazi , Nicolas Gillis

We introduce a simple yet significant improvement to the time-evolving block decimation (TEBD) tensor network algorithm for simulating the time dynamics of strongly correlated one-dimensional (1D) mixed quantum states. The efficiency of 1D…

Quantum Physics · Physics 2026-05-19 Sayak Guha Roy , Kevin Slagle

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

Matrix completion, the problem of completing missing entries in a data matrix with low dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog, that attempts to impute…

Numerical Analysis · Mathematics 2021-07-07 Zehan Chao , Longxiu Huang , Deanna Needell