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RTSMS: randomized Tucker with single-mode sketching

Abstract:
We propose RTSMS (Randomized Tucker with Single-Mode-Sketching), a randomized algorithm for approximately computing a low-rank Tucker decomposition of a given tensor. It uses sketching and least-squares to compute the Tucker decomposition in a sequentially truncated manner. RTSMS essentially only sketches one mode at a time, so the sketch matrices are significantly smaller than alternative approaches. It uses a rank estimator to adap7 tively find an appropriate rank for the Tucker decomposition, without requiring it as input. RTSMS is demonstrated to be competitive with existing methods, sometimes outperforming them by a large margin.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1553/etna_vol63s247

Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
Christ Church
Role:
Author
ORCID:
0000-0001-7911-1501


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Funder identifier:
https://ror.org/0439y7842
Grant:
EP/Y030990/1
EP/Y010086/1


Publisher:
Kent State University Library
Journal:
Electronic Transactions on Numerical Analysis More from this journal
Volume:
63
Pages:
247-280
Publication date:
2025-07-11
Acceptance date:
2025-06-02
DOI:
EISSN:
1097-4067
ISSN:
1068-9613


Language:
English
Keywords:
Pubs id:
2127971
Local pid:
pubs:2127971
Deposit date:
2025-06-04

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