Streaming randomized techniques for low-rank approximation of tensors with applications
Computational Mathematics, Linear Algebra and seminar by Alberto Bucci, University of Edinburgh
Hosted by Institute for Computational and Experimental Research in Mathematics (ICERM), Brown University
Tuesday 11:30 New York (GMT-5)
Recording available
Abstract
Alberto Bucci develops single-pass randomized and streaming low-rank approximation, beginning with large matrices and the strengths and limitations of streaming algorithms. The discussion extends to Tucker, tensor-train, and tree tensor-network representations. Tensor-train approximations are then incorporated into Krylov solvers, including sketched GMRES, to reduce expensive intermediate contractions. The framework is presented as applicable beyond tensor trains to other tensor-network architectures.