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An Algorithm Of Tensor Train Decomposition Based On Block Coordinate Descent

Posted on:2022-03-01Degree:MasterType:Thesis
Country:ChinaCandidate:G F MaoFull Text:PDF
GTID:2480306479994359Subject:Computational Mathematics
Abstract/Summary:PDF Full Text Request
With the development of modern society,data is becoming larger and larger.There is an increasing demand for tools that can effectively process data,such as data com-pression to reduce data storage space.The Tensor Train decomposition is undoubtedly a powerful data compression tool.It not only proves the feasibility of this method to efficiently process high-dimensional datas in theory,but also provides an exact and fea-sible algorithm to calculate it.At same time,its shortcomings are also obvious.The calculation cost of TT decomposition increases exponentially with the order of the ten-sor.This article mainly build a new TT decomposition algorithm,hoping to provide a new way to do the TT decomposition,which can reduce some calculation costs.This article mainly completes two tasks: one is to construct a new algorithm of tensor train decomposition based on the block coordinate descent method,which is es-sentially different from the traditional TT-SVD method.The convergence of the al-gorithm is theoretically proved,and the numerical results show that the algorithm is asymptotic convergence.The second is to use the SRFT random projection matrix to perform low-rank approximation on the tensor.SRFT is a structural random matrix composed of three parts.This construction method can speed up the process of pro-jection and maintain the geometric characteristics of the data.Numerical experiments show that the algorithm has a good performance on high-order tensor.
Keywords/Search Tags:Randomized algorithms, block coordinate descent, tensor train decom-position
PDF Full Text Request
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