Incremental Tensor-Train Compression from Streaming TT-Formatted Data: Applications to Reduced-Order Modeling

Abstract

High-dimensional tensor data streams arise naturally in scientific and engineering applications, such as simulations of kinetic equations and quantum systems, where samples become available sequentially and are often already represented in compressed low-rank tensor formats. Existing streaming tensor-train (TT) algorithms typically construct or update representations from dense tensor data or randomized sketches. However, when high-dimensional data are generated directly in TT or related low-rank formats, reconstructing dense tensors solely for the purpose of compression is unnecessary and computationally prohibitive. We develop a deterministic incremental TT compression algorithm that operates directly on streaming TT-formatted data. Given a new TT tensor, the proposed method updates an accumulated TT representation through core-wise projection, residual orthogonalization, and adaptive enrichment, retaining only the complementary information that cannot be represented within a prescribed tolerance. By operating entirely at the level of TT cores, the algorithm avoids reconstructing either the incoming tensor or the accumulated full tensor. We establish approximation error bounds for the proposed incremental approach. Moreover, we show that the accumulated TT representation corresponds to a compressed analogue of standard proper orthogonal decomposition for full-order snapshot data, enabling reduced-order models to be constructed directly from streaming low-rank solution data through operations on TT cores, without first reconstructing full snapshots. Numerical experiments on parametric radiative transfer equations demonstrate that the proposed method achieves comparable reconstruction accuracy with substantially reduced wall time and yields efficient and accurate ROMs directly from compressed low-rank data.