THE COMPUTATION OF LOW MULTILINEAR RANK APPROXIMATIONS OF TENSORS VIA POWER SCHEME AND RANDOM PROJECTION

Maolin CHE; Yimin WEI; Hong YAN

doi:10.1137/19M1237016

Author(s)

Maolin CHE
Yimin WEI
Hong YAN

Related Research Unit(s)

Department of Electrical Engineering

Detail(s)

Original language	English
Pages (from-to)	605-636
Journal / Publication	SIAM Journal on Matrix Analysis and Applications
Volume	41
Issue number	2
Online published	29 Apr 2020
Publication status	Published - 2020

Link(s)

DOI	DOI https://doi.org/10.1137/19M1237016 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-85084935965&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(b5eb015d-fdea-4877-8568-70f1dd10911f).html

Abstract

This paper is devoted to the computation of low multilinear rank approximations of tensors. Combining the stretegy of power scheme, random projection, and singular value decomposition, we derive a three-stage randomized algorithm for the low multilinear rank approximation. Based on the singular values of sub-Gaussian matrices, we derive the error bound of the proposed algorithm with high probability. We illustrate the proposed algorithms via several numerical examples.

Research Area(s)

Low multilinear rank approximation, Power scheme, Random projection, Random sub-Gaussian matrices, Randomized algorithms, Singular value decomposition, Singular values

Citation Format(s)

[ RIS ] [ BibTeX ]

THE COMPUTATION OF LOW MULTILINEAR RANK APPROXIMATIONS OF TENSORS VIA POWER SCHEME AND RANDOM PROJECTION. / CHE, Maolin; WEI, Yimin; YAN, Hong.
In: SIAM Journal on Matrix Analysis and Applications, Vol. 41, No. 2, 2020, p. 605-636.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

CHE, M, WEI, Y & YAN, H 2020, 'THE COMPUTATION OF LOW MULTILINEAR RANK APPROXIMATIONS OF TENSORS VIA POWER SCHEME AND RANDOM PROJECTION', SIAM Journal on Matrix Analysis and Applications, vol. 41, no. 2, pp. 605-636. https://doi.org/10.1137/19M1237016

CHE, M., WEI, Y., & YAN, H. (2020). THE COMPUTATION OF LOW MULTILINEAR RANK APPROXIMATIONS OF TENSORS VIA POWER SCHEME AND RANDOM PROJECTION. SIAM Journal on Matrix Analysis and Applications, 41(2), 605-636. Advance online publication. https://doi.org/10.1137/19M1237016

CHE M, WEI Y, YAN H. THE COMPUTATION OF LOW MULTILINEAR RANK APPROXIMATIONS OF TENSORS VIA POWER SCHEME AND RANDOM PROJECTION. SIAM Journal on Matrix Analysis and Applications. 2020;41(2):605-636. Epub 2020 Apr 29. doi: 10.1137/19M1237016

CHE, Maolin ; WEI, Yimin ; YAN, Hong. / THE COMPUTATION OF LOW MULTILINEAR RANK APPROXIMATIONS OF TENSORS VIA POWER SCHEME AND RANDOM PROJECTION. In: SIAM Journal on Matrix Analysis and Applications. 2020 ; Vol. 41, No. 2. pp. 605-636.