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Randomized algorithms for the low multilinear rank approximations of tensors (1908.11031v2)
Published 29 Aug 2019 in math.NA and cs.NA
Abstract: In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular values of sub-Gaussian matrices, we make a probabilistic analysis for the error bounds for the randomized algorithm. We demonstrate the effectiveness of proposed algorithms via several numerical examples.