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Linear algebra for tensor problems

机译:张量问题的线性代数

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摘要

By a tensor problem in general, we mean one where all the data on input and output are given (exactly or approximately) in tensor formats, the number of data representation parameters being much smaller than the total amount of data. For such problems, it is natural to seek for algorithms working with data only in tensor formats maintaining the same small number of representation parameters - by the price of all results of computation to be contaminated by approximation (recompression) to occur in each operation. Since approximation time is crucial and depends on tensor formats in use, in this paper we discuss which are best suitable to make recompression inexpensive and reliable. We present fast recompression procedures with sublinear complexity with respect to the size of data and propose methods for basic linear algebra operations with all matrix operands in the Tucker format, mostly through calls to highly optimized level-3 BLAS/LAPACK routines. We show that for three-dimensional tensors the canonical format can be avoided without any loss of efficiency. Numerical illustrations are given for approximate matrix inversion via proposed recompression techniques. [PUBLICATION ABSTRACT]
机译:通常,张量问题是指以张量格式(精确或近似)给出输入和输出的所有数据的情况,数据表示参数的数量远小于数据总量。对于这样的问题,很自然地寻求仅使用张量格式的数据并保持相同数量的表示参数的算法-因为所有计算结果的价格都会因每次操作中发生的近似(重新压缩)而受到污染。由于逼近时间至关重要,并且取决于所使用的张量格式,因此在本文中,我们讨论了最适合使重新压缩便宜且可靠的方法。我们提出了关于数据大小具有亚线性复杂度的快速重新压缩程序,并提出了使用所有塔克格式的所有矩阵操作数进行基本线性代数运算的方法,主要是通过调用高度优化的3级BLAS / LAPACK例程进行的。我们表明,对于三维张量,可以避免规范格式而不会降低效率。通过提出的再压缩技术给出了近似矩阵求逆的数值说明。 [出版物摘要]

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