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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.