Wedderburn Rank Reduction and Krylov Subspace Method for Tensor Approximation. Part 1: Tucker Case

  • Authors:
  • S. A. Goreinov;I. V. Oseledets;D. V. Savostyanov

  • Affiliations:
  • sergei.goreinov@gmail.com and ivan.oseledets@gmail.com and dmitry.savostyanov@gmail.com;-;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2012

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Abstract

New algorithms are proposed for the Tucker approximation of a 3-tensor accessed only through a tensor-by-vector-by-vector multiplication subroutine. In the matrix case, the Krylov methods are methods of choice to approximate the dominant column and row subspaces of a sparse or structured matrix given through a matrix-by-vector operation. Using the Wedderburn rank reduction formula, we propose a matrix approximation algorithm that computes the Krylov subspaces and can be generalized to 3-tensors. The numerical experiments show that on quantum chemistry data the proposed tensor methods outperform the minimal Krylov recursion of Savas and Eldén.