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The (efficient and parsimonious) decomposition of higher-order tensors is a fundamental problem with numerous applications in a variety of fields. Several methods have been proposed in the literature to that end, with the Tucker and PARAFAC…

General Mathematics · Mathematics 2024-06-28 Sergio Rozada , Antonio G. Marques

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

The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…

Machine Learning · Computer Science 2025-12-24 Zhiyu Liu , Zhi Han , Yandong Tang , Jun Fan , Yao Wang

In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…

Numerical Analysis · Mathematics 2021-07-29 Arvind K. Saibaba , Rachel Minster , Misha E. Kilmer

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

We show how to construct nonnegative low-rank approximations of nonnegative tensors in Tucker and tensor train formats. We use alternating projections between the nonnegative orthant and the set of low-rank tensors, using STHOSVD and TTSVD…

Numerical Analysis · Mathematics 2023-04-25 Azamat Sultonov , Sergey Matveev , Stanislav Budzinskiy

Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional…

Machine Learning · Statistics 2020-01-29 Jonathan Kadmon , Surya Ganguli

We present Nesterov-type acceleration techniques for Alternating Least Squares (ALS) methods applied to canonical tensor decomposition. While Nesterov acceleration turns gradient descent into an optimal first-order method for convex…

Optimization and Control · Mathematics 2019-12-03 Drew Mitchell , Nan Ye , Hans De Sterck

There are several factorizations of multi-dimensional tensors into lower-dimensional components, known as `tensor networks'. We consider the popular `tensor-train' (TT) format and ask: How efficiently can we compute a low-rank approximation…

Numerical Analysis · Mathematics 2023-04-18 Melven Röhrig-Zöllner , Jonas Thies , Achim Basermann

CP tensor decomposition with alternating least squares (ALS) is dominated in cost by the matricized-tensor times Khatri-Rao product (MTTKRP) kernel that is necessary to set up the quadratic optimization subproblems. State-of-art parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-26 Linjian Ma , Edgar Solomonik

The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is mainly due to its fast convergence speed, which is considered to…

Machine Learning · Computer Science 2011-06-06 H. He , D. Hu , X. Xu

We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the Matrix Product Operator (MPO) format, also called the Tensor Train Matrix format. Our tensor network randomized…

Numerical Analysis · Mathematics 2017-07-26 Kim Batselier , Wenjian Yu , Luca Daniel , Ngai Wong

We derive nonlinear acceleration methods based on the limited memory BFGS (L-BFGS) update formula for accelerating iterative optimization methods of alternating least squares (ALS) type applied to canonical polyadic (CP) and Tucker tensor…

Numerical Analysis · Mathematics 2018-06-28 Hans De Sterck , Alexander J. M. Howse

Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

Numerical Analysis · Computer Science 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

In this paper, we consider the channel estimation problem in sub-6 GHz uplink wideband MIMO-OFDM communication systems, where a user equipment with a fully-digital beamforming structure is communicating with a base station having a hybrid…

Signal Processing · Electrical Eng. & Systems 2023-04-14 Sepideh Gherekhloo , Khaled Ardah , Martin Haardt

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

We present an efficient low-rank approximation algorithm for non-negative tensors. The algorithm is derived from our two findings: First, we show that rank-1 approximation for tensors can be viewed as a mean-field approximation by treating…

Machine Learning · Statistics 2021-10-26 Kazu Ghalamkari , Mahito Sugiyama

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

Numerical Analysis · Mathematics 2014-11-12 Pengpeng Xie , Yimin Wei , Hua Xiang

Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost…

Numerical Analysis · Computer Science 2017-12-29 Jonathan Q. Jiang , Michael K. Ng

In this work, we describe advanced numerical tools for working with multivariate functions and for the analysis of large data sets. These tools will drastically reduce the required computing time and the storage cost, and, therefore, will…

Numerical Analysis · Mathematics 2018-07-04 Alexander Litvinenko , David Keyes , Venera Khoromskaia , Boris N. Khoromskij , Hermann G. Matthies