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Computation of the trace of a matrix function plays an important role in many scientific computing applications, including applications in machine learning, computational physics (e.g., lattice quantum chromodynamics), network analysis and…

Data Structures and Algorithms · Computer Science 2017-03-10 Insu Han , Dmitry Malioutov , Haim Avron , Jinwoo Shin

In general, matrix or tensor-valued functions are approximated using the method developed for vector-valued functions by transforming the matrix-valued function into vector form. This paper proposes a tensor-based interpolation method to…

Numerical Analysis · Mathematics 2026-05-08 Brij Nandan Tripathi , Hanumant Singh Shekhawat , Seip Weiland

We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely,…

Numerical Analysis · Mathematics 2021-02-17 Andrei Chertkov , Ivan Oseledets

Bottom-Up Hidden Tree Markov Model is a highly expressive model for tree-structured data. Unfortunately, it cannot be used in practice due to the intractable size of its state-transition matrix. We propose a new approximation which lies on…

Machine Learning · Computer Science 2019-06-03 Daniele Castellana , Davide Bacciu

Recent advances in IoT and biometric sensing technologies have led to the generation of massive and high-dimensional tensor data, yet achieving accurate and efficient low-rank approximation remains a major challenge. Most existing tensor…

Machine Learning · Computer Science 2025-11-03 Hiroki Hasegawa , Yukihiko Okada

Suitable discretizations through tensor product formulas of popular multidimensional operators (diffusion or diffusion--advection, for instance) lead to matrices with $d$-dimensional Kronecker sum structure. For evolutionary Partial…

Numerical Analysis · Mathematics 2024-06-18 Fabio Cassini

We study the approximation by tensor networks (TNs) of functions from classical smoothness classes. The considered approximation tool combines a tensorization of functions in $L^p([0,1))$, which allows to identify a univariate function with…

Functional Analysis · Mathematics 2024-06-26 Mazen Ali , Anthony Nouy

We present a tensor-structured algorithm for efficient large-scale DFT calculations by constructing a Tucker tensor basis that is adapted to the Kohn-Sham Hamiltonian and localized in real-space. The proposed approach uses an additive…

Computational Physics · Physics 2021-01-12 Chih-Chuen Lin , Phani Motamarri , Vikram Gavini

Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately…

Computational Finance · Quantitative Finance 2019-02-13 Kathrin Glau , Daniel Kressner , Francesco Statti

In this paper, we propose a new trigonometric interpolation algorithm and establish relevant convergent properties. The method adjusts an existing trigonometric interpolation algorithm such that it can better leverage Fast Fourier Transform…

Numerical Analysis · Mathematics 2025-05-06 Xiaorong Zou

In this paper we propose a fast algorithm for trivariate interpolation, which is based on the partition of unity method for constructing a global interpolant by blending local radial basis function interpolants and using locally supported…

Numerical Analysis · Mathematics 2015-10-20 Roberto Cavoretto , Alessandra De Rossi

Approximation theorem is one of the most important aspects of numerical analysis that has evolved over the years with many different approaches. Some of the most popular approximation methods include the Lebesgue approximation theorem, the…

Numerical Analysis · Mathematics 2024-04-16 Ishmael N. Amartey

Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order large-dimensional tensor time series, and have wide applications in economics, finance and medical imaging. In this paper, we propose a projection estimator…

Methodology · Statistics 2025-03-03 Matteo Barigozzi , Yong He , Lingxiao Li , Lorenzo Trapani

In this paper, we introduce a new tensor decomposition for third order tensors, which decomposes a third order tensor to three third order low rank tensors in a balanced way. We call such a decomposition the triple decomposition, and the…

Numerical Analysis · Mathematics 2020-03-03 Liqun Qi , Yannan Chen , Mayank Bakshi , Xinzhen Zhang

In structure from motion, quadrifocal tensors capture more information than their pairwise counterparts (essential matrices), yet they have often been thought of as impractical and only of theoretical interest. In this work, we challenge…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Daniel Miao , Gilad Lerman , Joe Kileel

The paper considers function-valued tensors, viewed as multidimensional arrays with entries in an abstract Hilbert space. Despite the absence of the algebraic structure of a field, the geometric inner-product structure suffices to introduce…

Numerical Analysis · Mathematics 2025-12-01 Stanislav Budzinskiy , Vladimir Kazeev , Maxim Olshanskii

To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…

Signal Processing · Electrical Eng. & Systems 2024-09-11 Xueke Tong , Hancheng Zhu , Lei Cheng , Yik-Chung Wu

Tucker decomposition is a powerful tensor model to handle multi-aspect data. It demonstrates the low-rank property by decomposing the grid-structured data as interactions between a core tensor and a set of object representations (factors).…

Machine Learning · Computer Science 2024-03-20 Shikai Fang , Xin Yu , Zheng Wang , Shibo Li , Mike Kirby , Shandian Zhe

The Tucker decomposition, an extension of singular value decomposition for higher-order tensors, is a useful tool in analysis and compression of large-scale scientific data. While it has been studied extensively for static datasets, there…

Numerical Analysis · Mathematics 2026-05-26 Saibal De , Zitong Li , Hemanth Kolla , Eric T. Phipps

In this paper, we extend the Discrete Empirical Interpolation Method (DEIM) to the third-order tensor case based on the t-product and use it to select important/ significant lateral and horizontal slices/features. The proposed Tubal DEIM…

Numerical Analysis · Mathematics 2023-05-09 Salman Ahmadi-Asl , Anh-Huy Phan , Cesar F. Caiafa , Andrzej Cichocki