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arXiv · 1609.07086

A Randomized Tensor Singular Value Decomposition based on the t-product

Jiani Zhang·Arvind K. Saibaba·Misha Kilmer·Shuchin Aeron
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Abstract

The tensor Singular Value Decomposition (t-SVD) for third order tensors that was proposed by Kilmer and Martin~\cite{2011kilmer} has been applied successfully in many fields, such as computed tomography, facial recognition, and video completion. In this paper, we propose a method that extends a well-known randomized matrix method to the t-SVD. This method can produce a factorization with similar properties to the t-SVD, but is more computationally efficient on very large datasets. We present details of the algorithm, theoretical results, and provide numerical results that show the promise of our approach for compressing and analyzing datasets. We also present an improved analysis of the randomized subspace iteration for matrices, which may be of independent interest to the scientific community.

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Jiani Zhang, Arvind K. Saibaba, Misha Kilmer, Shuchin Aeron. 2016-09-22. A Randomized Tensor Singular Value Decomposition based on the t-product. https://arxiv.org/abs/1609.07086

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