Fast truncation of mode ranks for bilinear tensor operations

Abstract

We propose a fast algorithm for mode rank truncation of the result of a bilinear operation on 3-tensors given in the Tucker or canonical form. If the arguments and the result have mode sizes n and mode ranks r, the computation costs $O(n{r}^3+r^4)$. The algorithm is based on the cross approximation of Gram matrices, and the accuracy of the resulted Tucker approximation is limited by square root of machine precision.

9 pages, 2 tables. Submitted to Numerical Linear Algebra and Applications, special edition for ICSMT conference, Hong Kong, January 2010