Learning tensor networks with tensor cross interpolation: new algorithms and libraries

Abstract

The tensor cross interpolation (TCI) algorithm is a rank-revealing algorithm for decomposing low-rank, high-dimensional tensors into tensor trains/matrix product states (MPS). TCI learns a compact MPS representation of the entire object from a tiny training data set. Once obtained, the large existing MPS toolbox provides exponentially fast algorithms for performing a large set of operations. We discuss several improvements and variants of TCI. In particular, we show that replacing the cross interpolation by the partially rank-revealing LU decomposition yields a more stable and more flexible algorithm than the original algorithm. We also present two open source libraries, xfac in Python/C++ and TensorCrossInterpolation.jl in Julia, that implement these improved algorithms, and illustrate them on several applications. These include sign-problem-free integration in large dimension, the superhigh-resolution quantics representation of functions, the solution of partial differential equations, the superfast Fourier transform, the computation of partition functions, and the construction of matrix product operators.

73 pages, 15 figures, codes at http://tensor4all.org

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