Q-less QR decomposition in inner product spaces

H. Y. Fan, L. Zhang, E. K.W. Chu, Y. Wei

研究成果: 雜誌貢獻文章

1 引文 斯高帕斯(Scopus)

摘要

Tensor computation is intensive and difficult. Invariably, a vital component is the truncation of tensors, so as to control the memory and associated computational requirements. Various tensor toolboxes have been designed for such a purpose, in addition to transforming tensors between different formats. In this paper, we propose a simple Q-less QR truncation technique for tensors {x(i)} with x(i)∈Rn1×⋯×nd in the simple and natural Kronecker product form. It generalizes the QR decomposition with column pivoting, adapting the well-known Gram-Schmidt orthogonalization process. The main difficulty lies in the fact that linear combinations of tensors cannot be computed or stored explicitly. All computations have to be performed on the coefficients αi in an arbitrary tensor v=∑iαix(i). The orthonormal Q factor in the QR decomposition X≡[x(1),⋯,x(p)]=QR cannot be computed but expressed as XR-1 when required. The resulting algorithm has an O(p2dn) computational complexity, with n=maxni. Some illustrative examples in the numerical solution of tensor linear equations are presented.

原文英語
頁(從 - 到)292-316
頁數25
期刊Linear Algebra and Its Applications
491
DOIs
出版狀態已發佈 - 2016 二月 15

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Numerical Analysis
  • Geometry and Topology
  • Discrete Mathematics and Combinatorics

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