On some orthogonalization schemes in Tensor Train format
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2022
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| _version_ | 1866916092821110784 |
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| author | Coulaud, Olivier Giraud, Luc Iannacito, Martina |
| author_facet | Coulaud, Olivier Giraud, Luc Iannacito, Martina |
| contents | In the framework of tensor spaces, we consider orthogonalization kernels to generate an orthogonal basis of a tensor subspace from a set of linearly independent tensors. In particular, we experimentally study the loss of orthogonality of six orthogonalization methods, namely Classical and Modified Gram-Schmidt with (CGS2, MGS2) and without (CGS, MGS) re-orthogonalization, the Gram approach, and the Householder transformation. To overcome the curse of dimensionality, we represent tensors with a low-rank approximation using the Tensor Train (TT) formalism. In addition, we introduce recompression steps in the standard algorithm outline through the TT-rounding method at a prescribed accuracy. After describing the structure and properties of the algorithms, we illustrate their loss of orthogonality with numerical experiments. The theoretical bounds from the classical matrix computation round-off analysis, obtained over several decades, seem to be maintained, with the unit round-off replaced by the TT-rounding accuracy. The computational analysis for each orthogonalization kernel in terms of the memory requirements and the computational complexity measured as a function of the number of TT-rounding, which happens to be the most computationally expensive operation, completes the study. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_08770 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | On some orthogonalization schemes in Tensor Train format Coulaud, Olivier Giraud, Luc Iannacito, Martina Distributed, Parallel, and Cluster Computing Numerical Analysis In the framework of tensor spaces, we consider orthogonalization kernels to generate an orthogonal basis of a tensor subspace from a set of linearly independent tensors. In particular, we experimentally study the loss of orthogonality of six orthogonalization methods, namely Classical and Modified Gram-Schmidt with (CGS2, MGS2) and without (CGS, MGS) re-orthogonalization, the Gram approach, and the Householder transformation. To overcome the curse of dimensionality, we represent tensors with a low-rank approximation using the Tensor Train (TT) formalism. In addition, we introduce recompression steps in the standard algorithm outline through the TT-rounding method at a prescribed accuracy. After describing the structure and properties of the algorithms, we illustrate their loss of orthogonality with numerical experiments. The theoretical bounds from the classical matrix computation round-off analysis, obtained over several decades, seem to be maintained, with the unit round-off replaced by the TT-rounding accuracy. The computational analysis for each orthogonalization kernel in terms of the memory requirements and the computational complexity measured as a function of the number of TT-rounding, which happens to be the most computationally expensive operation, completes the study. |
| title | On some orthogonalization schemes in Tensor Train format |
| topic | Distributed, Parallel, and Cluster Computing Numerical Analysis |
| url | https://arxiv.org/abs/2211.08770 |