Tesi etd-02192025-124846 |
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Tipo di tesi
Tesi di dottorato di ricerca
Autore
BUCCI, ALBERTO
URN
etd-02192025-124846
Titolo
Randomized techniques for low-rank approximation of matrix and tensors with applications
Settore scientifico disciplinare
MATH-05/A - Analisi numerica
Corso di studi
MATEMATICA
Relatori
tutor Prof. Robol, Leonardo
Parole chiave
- GMRES
- Low-rank approximation
- Nyström method
- randomized linear algebra
- streaming algorithm
- tensor-train
- tree tensor network
- tree tensor network
Data inizio appello
24/02/2025
Consultabilità
Completa
Riassunto
This dissertation develops novel randomized techniques for low-rank approximation of matrices and tensors, focusing on streaming and structured methods.
We proved the numerical stability of the Nyström approximation with small truncations, confirming its reliability. For tensors, we introduced the multilinear Nyström algorithm and a sequential variant, avoiding costly orthogonalizations through single-pass sketching. These methods achieve near-optimal accuracy and stability, with potential improvements via structured sketching.
In structured sketching, we extended the matrix Chernoff bound to Kronecker product structures. We also developed the tree tensor network Nyström algorithm, the first streaming method for TTN format, with a sequential variant for efficiency. Future work could refine rounding techniques and extend to non-acyclic tensors.
Lastly, we proposed TT-sGMRES, a sketched TT-GMRES variant using randomization to reduce orthogonalization costs and manage tensor ranks efficiently. It improves storage efficiency and rivals state-of-the-art solvers like AMEn.
This thesis advances randomized low-rank approximation with both theoretical insights and practical algorithms for large-scale computations.
We proved the numerical stability of the Nyström approximation with small truncations, confirming its reliability. For tensors, we introduced the multilinear Nyström algorithm and a sequential variant, avoiding costly orthogonalizations through single-pass sketching. These methods achieve near-optimal accuracy and stability, with potential improvements via structured sketching.
In structured sketching, we extended the matrix Chernoff bound to Kronecker product structures. We also developed the tree tensor network Nyström algorithm, the first streaming method for TTN format, with a sequential variant for efficiency. Future work could refine rounding techniques and extend to non-acyclic tensors.
Lastly, we proposed TT-sGMRES, a sketched TT-GMRES variant using randomization to reduce orthogonalization costs and manage tensor ranks efficiently. It improves storage efficiency and rivals state-of-the-art solvers like AMEn.
This thesis advances randomized low-rank approximation with both theoretical insights and practical algorithms for large-scale computations.
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