Ten lectures on wavelets
Tensor Rank and the Ill-Posedness of the Best Low-Rank Approximation Problem
SIAM Journal on Matrix Analysis and Applications
Tensor Decompositions and Applications
SIAM Review
Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
SIAM Journal on Scientific Computing
Approximation of $2^d\times2^d$ Matrices Using Tensor Decomposition
SIAM Journal on Matrix Analysis and Applications
SIAM Journal on Scientific Computing
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In this paper we show that recently introduced quantics tensor train (QTT) decomposition can be considered as an algebraic wavelet transform with adaptively determined filters. The main algorithm for obtaining QTT decomposition can be reformulated as a method seeking “good subspaces” or “good bases” and considered as a parameterized transformation of an initial tensor into a sparse tensor. This interpretation allows us to introduce a modification of the tensor train-SVD (TT-SVD) algorithm to make it work in cases where the original algorithm does not work; it results in the new wavelet-like transforms called wavelet tensor train (WTT) transform. Properties of WTT transforms are studied numerically, and a theoretical conjecture on the number of vanishing moments is proposed. It is shown that WTT transforms are orthogonal by construction, and the efficiency of WTT is compared with and often outperforms Daubechies wavelet transforms on certain classes of function-related vectors and matrices.