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arXiv 2401.04249math.NAcs.NA
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一种DEIM Tucker张量交叉算法及其在动力学低秩近似中的应用

A DEIM Tucker Tensor Cross Algorithm and its Application to Dynamical Low-Rank Approximation

Behzad Ghahremani, Hessam Babaee

AI总结:

本文提出DEIM-FS算法,通过稀疏采样张量纤维构建低秩Tucker表示,显著降低了动力学低秩近似求解非线性张量微分方程的计算成本并简化了实现。

摘要:

我们引入了一种Tucker张量交叉近似方法,该方法通过稀疏采样张量的纤维来构建$d$维张量的低秩表示。这些纤维使用离散经验插值方法(DEIM)进行选择。我们提出的算法被称为DEIM纤维采样(DEIM-FS)。对于$\mathcal{O}(N^d)$张量的秩-$r$近似,DEIM-FS仅需访问$dNr^{d-1}$个张量条目,这一需求沿每个模式的张量大小呈线性扩展。我们证明,DEIM-FS以显著降低的成本实现了接近通过高阶奇异值分解获得的Tucker张量近似的精度。我们还提出了不需要访问目标张量展开的奇异向量且可视为黑盒Tucker张量算法的DEIM-FS(迭代)。我们采用DEIM-FS来降低使用动力学低秩近似(DLRA)求解非线性张量微分方程(TDEs)的计算成本。当右端张量的精确秩较大时,求解DLRA方程的计算成本可能变得过高。这个问题出现在许多TDEs中,特别是在涉及非多项式非线性的情况下,右端张量具有满秩。这需要存储和计算大小为$\mathcal{O}(N^d)$的张量。我们表明,DEIM-FS通过即时构建右端张量的低秩Tucker近似,为DLRA带来了显著的计算节省。使用DEIM-FS的另一个优势是能够显著简化DLRA方程的实现,无论TDEs的类型如何。我们通过包括求解高维偏微分方程在内的几个示例展示了该算法的效率。

英文摘要:

We introduce a Tucker tensor cross approximation method that constructs a low-rank representation of a $d$-dimensional tensor by sparsely sampling its fibers. These fibers are selected using the discrete empirical interpolation method (DEIM). Our proposed algorithm is referred to as DEIM fiber sampling (DEIM-FS). For a rank-$r$ approximation of an $\mathcal{O}(N^d)$ tensor, DEIM-FS requires access to only $dNr^{d-1}$ tensor entries, a requirement that scales linearly with the tensor size along each mode. We demonstrate that DEIM-FS achieves an approximation accuracy close to the Tucker-tensor approximation obtained via higher-order singular value decomposition at a significantly reduced cost. We also present DEIM-FS (iterative) that does not require access to singular vectors of the target tensor unfolding and can be viewed as a black-box Tucker tensor algorithm. We employ DEIM-FS to reduce the computational cost associated with solving nonlinear tensor differential equations (TDEs) using dynamical low-rank approximation (DLRA). The computational cost of solving DLRA equations can become prohibitive when the exact rank of the right-hand side tensor is large. This issue arises in many TDEs, especially in cases involving non-polynomial nonlinearities, where the right-hand side tensor has full rank. This necessitates the storage and computation of tensors of size $\mathcal{O}(N^d)$. We show that DEIM-FS results in significant computational savings for DLRA by constructing a low-rank Tucker approximation of the right-hand side tensor on the fly. Another advantage of using DEIM-FS is to significantly simplify the implementation of DLRA equations, irrespective of the type of TDEs. We demonstrate the efficiency of the algorithm through several examples including solving high-dimensional partial differential equations.

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