An Efficient Randomized Fixed-Precision Algorithm for Tensor Singular Value Decomposition

The existing randomized algorithms need an initial estimation of the tubal rank to compute a tensor singular value decomposition. This paper proposes a new randomized fixedprecision algorithm which for a given third-order tensor and a prescribed approximation error bound, automatically finds an optimal tubal rank and the corresponding low tubal rank approximation. The algorithm is based on the random projection technique and equipped with the power iteration method for achieving a better accuracy. We conduct simulations on synthetic and real-world datasets to show the efficiency and performance of the proposed algorithm

Cross Tensor Approximation Methods for Compression and Dimensionality Reduction

Cross Tensor Approximation (CTA) is a generalization of Cross/skeleton matrix and CUR Matrix Approximation (CMA) and is a suitable tool for fast low-rank tensor approximation. It facilitates interpreting the underlying data tensors and decomposing/compressing tensors so that their structures, such as nonnegativity, smoothness, or sparsity, can be potentially preserved. This paper reviews and extends stateof-the-art deterministic and randomized algorithms for CTA with intuitive graphical illustrations.We discuss several possible generalizations of the CMA to tensors, including CTAs: based on  ber selection, slice-tube selection, and lateral-horizontal slice selection. The main focus is on the CTA algorithms using Tucker and tubal SVD (t-SVD) models while we provide references to other decompositions such as Tensor Train (TT), Hierarchical Tucker (HT), and Canonical Polyadic (CP) decompositions. We evaluate the performance of the CTA algorithms by extensive computer simulations to compress color and medical images and compare their performance.Fil: Ahmadi Asl, Salman. Skoltech - Skolkovo Institute Of Science And Technology; RusiaFil: Caiafa, César Federico. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Instituto Argentino de Radioastronomía. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto Argentino de Radioastronomía; ArgentinaFil: Cichocki, Andrzej. Skolkovo Institute of Science and Technology; RusiaFil: Phan, Anh Huy. Skolkovo Institute of Science and Technology; RusiaFil: Tanaka, Toshihisa. Agricultural University Of Tokyo; JapónFil: Oseledets, Ivan. Skolkovo Institute of Science and Technology; RusiaFil: Wang, Jun. Skolkovo Institute of Science and Technology; Rusi

Matrix Factorization at Scale: a Comparison of Scientific Data Analytics in Spark and C+MPI Using Three Case Studies

We explore the trade-offs of performing linear algebra using Apache Spark, compared to traditional C and MPI implementations on HPC platforms. Spark is designed for data analytics on cluster computing platforms with access to local disks and is optimized for data-parallel tasks. We examine three widely-used and important matrix factorizations: NMF (for physical plausability), PCA (for its ubiquity) and CX (for data interpretability). We apply these methods to TB-sized problems in particle physics, climate modeling and bioimaging. The data matrices are tall-and-skinny which enable the algorithms to map conveniently into Spark's data-parallel model. We perform scaling experiments on up to 1600 Cray XC40 nodes, describe the sources of slowdowns, and provide tuning guidance to obtain high performance