An Adaptive Algebraic Multigrid Algorithm for Low-Rank Canonical Tensor Decomposition

A new algorithm based on algebraic multigrid is presented for computing the rank-$R$ canonical decomposition of a tensor for small $R$. Standard alternating least squares (ALS) is used as the relaxation method. Transfer operators and coarse-level tensors are constructed in an adaptive setup phase th...

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Bibliographic Details
Published inSIAM journal on scientific computing Vol. 35; no. 1; pp. B1 - B24
Main Authors Sterck, Hans De, Miller, Killian
Format Journal Article
LanguageEnglish
Published Philadelphia Society for Industrial and Applied Mathematics 01.01.2013
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ISSN1064-8275
1095-7197
DOI10.1137/110855934

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Summary:A new algorithm based on algebraic multigrid is presented for computing the rank-$R$ canonical decomposition of a tensor for small $R$. Standard alternating least squares (ALS) is used as the relaxation method. Transfer operators and coarse-level tensors are constructed in an adaptive setup phase that combines multiplicative correction and bootstrap algebraic multigrid. An accurate solution is computed by an additive solve phase based on the full approximation scheme. Numerical tests show that for certain test problems our multilevel method significantly outperforms standalone ALS when a high level of accuracy is required. [PUBLICATION ABSTRACT]
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ISSN:1064-8275
1095-7197
DOI:10.1137/110855934