论文标题
减少高阶SVD:基于张量的科学计算中普遍存在的排名方法
Reduced Higher Order SVD: ubiquitous rank-reduction method in tensor-based scientific computing
论文作者
论文摘要
基于$ d $变化函数和运算符的等级结构张量表示的张量值方法,旨在提供$ o(dn)$数值计算的复杂性,对$ n^{\ otimes d} $ grids $ n^{\ otimes d} $ grids与$ o(n^d)$相反,该$ o(n^d)$由传统网格基于基于网格的方法缩放。但是,多个张量操作可能导致目标数据的张量等级(诅咒)的巨大增加,从而使计算棘手。因此,张量计算中最重要的步骤之一是可靠,有效的等级降低过程,在多维操作员和功能计算中,应在各种张量转换过程中多次执行。基于[33]中引入的降低高阶SVD(RHOSVD)的降低方案在张量数值方法的开发中发挥了重要作用。在这里,我们简要调查了RhoSVD方法的基本要素,然后重点介绍了Rhosvd的一些新的理论和计算方面,表明这种降低技术构成了现实生活中问题的张量计算中的基本成分。特别是,提出了RHOSVD的稳定性分析。我们介绍了以范围分离(RS)张量格式表示的张量的多线性代数。这允许将RHOSVD排名还原技术应用于具有许多奇异性的非规范功能数据,例如,在生物分子建模中的集体多颗粒相互作用势的等级结构计算,以及复杂的辐射功能。提出了有关RHOSVD在分散数据建模中应用的新理论和数值结果。在许多应用中,Rhosvd被证明是从多粒子系统的数值处理到PDE约束控制问题的数值解决方案的许多应用中的有效等级技术。
Tensor numerical methods, based on the rank-structured tensor representation of $d$-variate functions and operators, are designed to provide $O(dn)$ complexity of numerical calculations on $n^{\otimes d }$ grids contrary to $O(n^d)$ scaling by conventional grid-based methods. However, multiple tensor operations may lead to enormous increase in the tensor ranks (curse of ranks) of the target data, making calculation intractable. Therefore one of the most important steps in tensor calculations is the robust and efficient rank reduction procedure which should be performed many times in the course of various tensor transforms in multidimensional operator and function calculus. The rank reduction scheme based on the Reduced Higher Order SVD (RHOSVD) introduced in [33] played a significant role in the development of tensor numerical methods. Here, we briefly survey the essentials of RHOSVD method and then focus on some new theoretical and computational aspects of the RHOSVD demonstrating that this rank reduction technique constitutes the basic ingredient in tensor computations for real-life problems. In particular, the stability analysis of RHOSVD is presented. We introduce the multilinear algebra of tensors represented in the range-separated (RS) tensor format. This allows to apply the RHOSVD rank-reduction techniques to non-regular functional data with many singularities, for example, to the rank-structured computation of the collective multi-particle interaction potentials in bio-molecular modeling, as well as to complicated composite radial functions. The new theoretical and numerical results on application of the RHOSVD in scattered data modeling are presented. RHOSVD proved to be the efficient rank reduction technique in numerous applications ranging from numerical treatment of multi-particle systems up to a numerical solution of PDE constrained control problems.