Estimating a Few Extreme Singular Values and Vectors for Large-Scale Matrices in Tensor Train Format
Estimating a Few Extreme Singular Values and Vectors for Large-Scale Matrices in Tensor Train Format
Namgil Lee,A. Cichocki
2015 · DOI: 10.1137/140983410
SIAM Journal on Matrix Analysis and Applications · 29 Citations
TLDR
New algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format are proposed and demonstrate the effectiveness of the proposed methods compared with standard SVD algorithms and TT-based algorithms developed for symmetric eigenvalue decomposition.
