128 research outputs found

    Geometric Structures in Tensor Representations (Final Release)

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    The main goal of this paper is to study the geometric structures associated with the representation of tensors in subspace based formats. To do this we use a property of the so-called minimal subspaces which allows us to describe the tensor representation by means of a rooted tree. By using the tree structure and the dimensions of the associated minimal subspaces, we introduce, in the underlying algebraic tensor space, the set of tensors in a tree-based format with either bounded or fixed tree-based rank. This class contains the Tucker format and the Hierarchical Tucker format (including the Tensor Train format). In particular, we show that the set of tensors in the tree-based format with bounded (respectively, fixed) tree-based rank of an algebraic tensor product of normed vector spaces is an analytic Banach manifold. Indeed, the manifold geometry for the set of tensors with fixed tree-based rank is induced by a fibre bundle structure and the manifold geometry for the set of tensors with bounded tree-based rank is given by a finite union of connected components. In order to describe the relationship between these manifolds and the natural ambient space, we introduce the definition of topological tensor spaces in the tree-based format. We prove under natural conditions that any tensor of the topological tensor space under consideration admits best approximations in the manifold of tensors in the tree-based format with bounded tree-based rank. In this framework, we also show that the tangent (Banach) space at a given tensor is a complemented subspace in the natural ambient tensor Banach space and hence the set of tensors in the tree-based format with bounded (respectively, fixed) tree-based rank is an immersed submanifold. This fact allows us to extend the Dirac-Frenkel variational principle in the framework of topological tensor spaces.Comment: Some errors are corrected and Lemma 3.22 is improve

    On the Convergence of Alternating Least Squares Optimisation in Tensor Format Representations

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    The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least squares method. In our study, the convergence of the alternating least squares algorithm is considered. The analysis is done for arbitrary tensor format representations and based on the multiliearity of the tensor format. In tensor format representation techniques, tensors are approximated by multilinear combinations of objects lower dimensionality. The resulting reduction of dimensionality not only reduces the amount of required storage but also the computational effort.Comment: arXiv admin note: text overlap with arXiv:1503.0543

    Hierarchical matrix techniques for low- and high-frequency Helmholtz problems

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    In this paper, we discuss the application of hierarchical matrix techniques to the solution of Helmholtz problems with large wave number Îș in 2D. We consider the Brakhage-Werner integral formulation of the problem discretized by the Galerkin boundary-element method. The dense n × n Galerkin matrix arising from this approach is represented by a sum of an -matrix and an 2-matrix, two different hierarchical matrix formats. A well-known multipole expansion is used to construct the 2-matrix. We present a new approach to dealing with the numerical instability problems of this expansion: the parts of the matrix that can cause problems are approximated in a stable way by an -matrix. Algebraic recompression methods are used to reduce the storage and the complexity of arithmetical operations of the -matrix. Further, an approximate LU decomposition of such a recompressed -matrix is an effective preconditioner. We prove that the construction of the matrices as well as the matrix-vector product can be performed in almost linear time in the number of unknowns. Numerical experiments for scattering problems in 2D are presented, where the linear systems are solved by a preconditioned iterative metho

    On the interconnection between the higher-order singular values of real tensors

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    A higher-order tensor allows several possible matricizations (reshapes into matrices). The simultaneous decay of singular values of such matricizations has crucial implications on the low-rank approximability of the tensor via higher-order singular value decomposition. It is therefore an interesting question which simultaneous properties the singular values of different tensor matricizations actually can have, but it has not received the deserved attention so far. In this paper, preliminary investigations in this direction are conducted. While it is clear that the singular values in different matricizations cannot be prescribed completely independent from each other, numerical experiments suggest that sufficiently small, but otherwise arbitrary perturbations preserve feasibility. An alternating projection heuristic is proposed for constructing tensors with prescribed singular values (assuming their feasibility). Regarding the related problem of characterising sets of tensors having the same singular values in specified matricizations, it is noted that orthogonal equivalence under multilinear matrix multiplication is a sufficient condition for two tensors to have the same singular values in all principal, Tucker-type matricizations, but, in contrast to the matrix case, not necessary. An explicit example of this phenomenon is given

    Fast numerical methods for non-local operators

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    Geometry of tree-based tensor formats in tensor Banach spaces

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    In the paper `On the Dirac-Frenkel Variational Principle on Tensor Banach Spaces', we provided a geometrical description of manifolds of tensors in Tucker format with fixed multilinear (or Tucker) rank in tensor Banach spaces, that allowed to extend the Dirac-Frenkel variational principle in the framework of topological tensor spaces. The purpose of this note is to extend these results to more general tensor formats. More precisely, we provide a new geometrical description of manifolds of tensors in tree-based (or hierarchical) format, also known as tree tensor networks, which are intersections of manifolds of tensors in Tucker format associated with different partitions of the set of dimensions. The proposed geometrical description of tensors in tree-based format is compatible with the one of manifolds of tensors in Tucker format

    Numerical approximation of poisson problems in long domains

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    In this paper, we consider the Poisson equation on a “long” domain which is the Cartesian product of a one-dimensional long interval with a (d − 1)-dimensional domain. The right-hand side is assumed to have a rank-1 tensor structure. We will present and compare methods to construct approximations of the solution which have tensor structure and the computational effort is governed by only solving elliptic problems on lower-dimensional domains. A zero-th order tensor approximation is derived by using tools from asymptotic analysis (method 1). The resulting approximation is an elementary tensor and, hence has a fixed error which turns out to be very close to the best possible approximation of zero-th order. This approximation can be used as a starting guess for the derivation of higher-order tensor approximations by a greedy-type method (method 2). Numerical experiments show that this method is converging towards the exact solution. Method 3 is based on the derivation of a tensor approximation via exponential sums applied to discretized differential operators and their inverses. It can be proved that this method converges exponentially with respect to the tensor rank. We present numerical experiments which compare the performance and sensitivity of these three methods
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