The paper develops a fast randomized algorithm for computing a hybrid CUR-type decomposition of tensors in the Tucker representation. Specifically, to obtain the factor matrices, random sampling techniques are utilized to accelerate the procedure of constructing the classical matrix decompositions, that are, the interpolatory decomposition and singular value decomposition. Compared with the non-random algorithm, the proposed algorithm has advantages in speed with lower computational cost while keeping a high degree of accuracy. We establish a detailed probabilistic error analysis for the algorithm and provide numerical results that show the promise of our approach.
翻译:本文提出了一种快速随机算法,用于在Tucker表示中计算张量的混合CUR型分解。具体而言,利用随机抽样技术加速构建传统矩阵分解的过程,即插补分解和奇异值分解,以获得因子矩阵。与非随机算法相比,所提出的算法具有更快的速度和更低的计算成本,同时保持了较高的精度。我们为该算法建立了详细的概率误差分析,并提供了实验结果,证明了我们的方法的优越性。