D. V. Savostyanov

  1. Wedderburn rank reduction and Krylov subspace method for tensor approximation. Part 1: Tucker case.

    Authors: S. A. Goreinov, I. V. Oseledets, D. V. Savostyanov
    Subjects: Numerical Analysis
    Abstract

    We propose algorithms for Tucker approximation of 3-tensor, that use it only
    through tensor-by-vector-by-vector multiplication subroutine. In matrix case,
    Krylov methods are methods of choice to approximate dominant column and row
    subspace of sparse or structured matrix given through matrix-by-vector
    subroutine. However, direct generalization to tensor case, proposed recently by
    Elden and Savas, namely minimal Krylov recursion, does not have any convergence
    theory in background and in certain cases fails to compute an approximation
    with desired accuracy.

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