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Low-rank tensor approximations have shown great potential for uncertainty quantification in high dimensions, for example, to build surrogate models that can be used to speed up large-scale inference problems (Eigel et al., Inverse Problems…

Numerical Analysis · Mathematics 2020-11-30 Paul B. Rohrbach , Sergey Dolgov , Lars Grasedyck , Robert Scheichl

We consider relative error low rank approximation of $tensors$ with respect to the Frobenius norm: given an order-$q$ tensor $A \in \mathbb{R}^{\prod_{i=1}^q n_i}$, output a rank-$k$ tensor $B$ for which $\|A-B\|_F^2 \leq (1+\epsilon)$OPT,…

Data Structures and Algorithms · Computer Science 2018-04-02 Zhao Song , David P. Woodruff , Peilin Zhong

There has been continued interest in seeking a theorem describing optimal low-rank approximations to tensors of order 3 or higher, that parallels the Eckart-Young theorem for matrices. In this paper, we argue that the naive approach to this…

Numerical Analysis · Mathematics 2008-04-01 Vin de Silva , Lek-Heng Lim

The theory of low-rank tensor-train approximation is well understood when the approximation error is measured in the Frobenius norm. The entrywise maximum norm is equally important but is significantly weaker for large tensors, making the…

Numerical Analysis · Mathematics 2025-04-09 Stanislav Budzinskiy

As is well known, the smallest possible ratio between the spectral norm and the Frobenius norm of an $m \times n$ matrix with $m \le n$ is $1/\sqrt{m}$ and is (up to scalar scaling) attained only by matrices having pairwise orthonormal…

Numerical Analysis · Mathematics 2018-03-14 Zhening Li , Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

Tensors with unit Frobenius norm are fundamental objects in many fields, including scientific computing and quantum physics, which are able to represent normalized eigenvectors and pure quantum states. While the tensor train decomposition…

Numerical Analysis · Mathematics 2025-11-07 Renfeng Peng , Chengkai Zhu , Bin Gao , Xin Wang , Ya-xiang Yuan

In this paper we suggest a new algorithm for the computation of a best rank one approximation of tensors, called alternating singular value decomposition. This method is based on the computation of maximal singular values and the…

Numerical Analysis · Mathematics 2015-03-19 S. Friedland , V. Mehrmann , R. Pajarola , S. K. Suter

Tensor networks are used to efficiently approximate states of strongly-correlated quantum many-body systems. More generally, tensor network approximations may allow to reduce the costs for operating on an order-$N$ tensor from exponential…

Strongly Correlated Electrons · Physics 2022-05-31 Hao Chen , Thomas Barthel

It has been shown that a best rank-R approximation of an order-k tensor may not exist when R>1 and k>2. This poses a serious problem to data analysts using tensor decompositions. It has been observed numerically that, generally, this issue…

Algebraic Geometry · Mathematics 2011-10-11 Alwin Stegeman , Pierre Comon

Tensor networks provide compact and scalable representations of high-dimensional data, enabling efficient computation in fields such as quantum physics, numerical partial differential equations (PDEs), and machine learning. This paper…

Numerical Analysis · Mathematics 2025-08-28 Julia Wei , Alec Dektor , Chungen Shen , Zaiwen Wen , Chao Yang

Provably finding stationary points on bounded-rank tensors turns out to be an open problem [E. Levin, J. Kileel, and N. Boumal, Math. Program., 199 (2023), pp. 831--864] due to the inherent non-smoothness of the set of bounded-rank tensors.…

Optimization and Control · Mathematics 2026-05-14 Bin Gao , Renfeng Peng , Ya-xiang Yuan

We use tools from random matrix theory to study the multi-spiked tensor model, i.e., a rank-$r$ deformation of a symmetric random Gaussian tensor. In particular, thanks to the nature of local optimization methods used to find the maximum…

Statistics Theory · Mathematics 2025-03-06 Yang Qi , Alexis Decurninge

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Madeline Navarro , Sergio Rozada , Antonio G. Marques , Santiago Segarra

In this paper, we present a method to certify the approximation quality of a low rank tensor to a given third order symmetric tensor. Under mild assumptions, best low rank approximation is attained if a control parameter is zero or…

Optimization and Control · Mathematics 2023-07-21 Shenglong Hu , Defeng Sun , Kim-Chuan Toh

This paper studies the rank-1 tensor completion problem for cubic tensors when there are noises for observed tensor entries. First, we propose a robust biquadratic optimization model for obtaining rank-1 completing tensors. When the…

Optimization and Control · Mathematics 2025-04-02 Jiawang Nie , Xindong Tang , Jinling Zhou

We present a new rank-adaptive tensor method to compute the numerical solution of high-dimensional nonlinear PDEs. The method combines functional tensor train (FTT) series expansions, operator splitting time integration, and a new…

Numerical Analysis · Mathematics 2021-04-27 Alec Dektor , Abram Rodgers , Daniele Venturi

We study the rank one completion problem for tensors of arbitrary orders. The notion of rank one determinable tensors is introduced. We explore its properties and propose a recursive algorithm for computing rank one tensor completion. This…

Numerical Analysis · Mathematics 2026-04-28 Linghao Zhang , Ioana Dumitriu , Jiawang Nie

In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…

Numerical Analysis · Mathematics 2014-12-12 Shmuel Friedland , Venu Tammali

We show that for a nonnegative tensor, a best nonnegative rank-r approximation is almost always unique, its best rank-one approximation may always be chosen to be a best nonnegative rank-one approximation, and that the set of nonnegative…

Numerical Analysis · Computer Science 2016-02-16 Yang Qi , Pierre Comon , Lek-Heng Lim
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