数学理论与应用 ›› 2023, Vol. 43 ›› Issue (3): 95-110.doi: 10.3969/j.issn.1006-8074.2023.03.005

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低秩 Toeplitz 张量的高精度随机填充算法

温瑞萍*,李文韦   

  1. 太原师范学院数学与统计学院, 晋中, 030619
  • 出版日期:2023-09-28 发布日期:2023-10-10
  • 基金资助:
    山西省回国留学人员科研项目(No. 2022-169), 山西省科技创新人才团队重点项目(No. 202204051002018), 智能优化计算与区块链技术山西省重点实验室建设项目资助

High-accuracy Randomized Completion Algorithm for the Low Rank Toeplitz Tensor

Wen Ruiping*, Li Wenwei   

  1. College of Mathematics and Statistics, Taiyuan Normal University, Jinzhong 030619, China
  • Online:2023-09-28 Published:2023-10-10

摘要: 本文基于高精度填充算法, 考虑低秩Toeplitz 张量填充问题的求解, 通过在每步迭代中将张量随机地按第n模展开并且对它的奇异值分解 (Singular Value Decomposition, 简记作SVD) 进行修正, 给出一种具有随机思想的高精度填充算法, 并讨论其收敛性. 通过对Toeplitz 张量及 Toeplitz 均值张量的数值实验, 结果表明新算法比低秩Toeplitz 张量的高精度填充算法在计算代价上有明显改进.

关键词: 张量填充, 低秩 Toeplitz 张量, 随机算法

Abstract: In this paper, we consider the solution for the completion problem of low rank Toeplitz tensors , and based on the high-accuracy completion algorithm, present a high-accuracy completion algorithm with randomized technique, in which the n-mode tensor is stochastically unfolded and the corresponding singular value decomposition (SVD) is modified in each iteration. Moreover, the convergence of the new algorithm is established. The results of numerical experiments on the Toeplitz tensor and the Toeplitz mean tensor show that the new algorithm is significantly better than the high-accuracy completion algorithm for low rank Toeplitz tensors in terms of computational cost.