Mathematics – Numerical Analysis
Scientific paper
2010-04-12
SIAM J. Sci Comp, V 34(1), pp. A1-A27, 2012
Mathematics
Numerical Analysis
34 pages, 3 tables, 5 figures. Submitted to SIAM J. Scientific Computing
Scientific paper
10.1137/100792056
New algorithms are proposed for the Tucker approximation of a 3-tensor, that access it using only the tensor-by-vector-by-vector multiplication subroutine. In the matrix case, Krylov methods are methods of choice to approximate the dominant column and row subspaces of a sparse or structured matrix given through the matrix-by-vector multiplication subroutine. Using the Wedderburn rank reduction formula, we propose an algorithm of matrix approximation that computes Krylov subspaces and allows generalization to the tensor case. Several variants of proposed tensor algorithms differ by pivoting strategies, overall cost and quality of approximation. By convincing numerical experiments we show that the proposed methods are faster and more accurate than the minimal Krylov recursion, proposed recently by Elden and Savas.
Goreinov S. A.
Oseledets I. V.
Savostyanov D. V.
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