Skip to main content
Top
Published in: BIT Numerical Mathematics 4/2018

10-05-2018

On the spectral problem for trivariate functions

Authors: Behnam Hashemi, Yuji Nakatsukasa

Published in: BIT Numerical Mathematics | Issue 4/2018

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

Using a variational approach applied to generalized Rayleigh functionals, we extend the concepts of singular values and singular functions to trivariate functions defined on a rectangular parallelepiped. We also consider eigenvalues and eigenfunctions for trivariate functions whose domain is a cube. For a general finite-rank trivariate function, we describe an algorithm for computing the canonical polyadic (CP) decomposition, provided that the CP factors are linearly independent in two variables. All these notions are computed using Chebfun3; a part of Chebfun for numerical computing with 3D functions. Application in finding the best rank-1 approximation of trivariate functions is investigated. We also prove that if the function is analytic and two-way orthogonally decomposable (odeco), then the CP values decay geometrically, and optimal finite-rank approximants converge at the same rate.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Footnotes
1
Unless in the exceptional case that the initial vectors correspond to a saddle point of (2.1) [25, Thm. 2].
 
2
Relative to a tolerance to which (2.10) holds; machine epsilon by default.
 
3
See e.g. [52] for an analogous discussion regarding eigenvalues of symmetric discrete tensors.
 
4
The singular quadruplets for odeco tensors is fully studied in [44], which shows that the number of singular values grows rapidly with both the dimension and size, and that the singular vector tuples form a positive-dimensional variety. Extending such results to the continuous case is an interesting open problem.
 
5
This is the function doublehelix from the Chebfun gallery.
 
Literature
1.
go back to reference Atkinson, K., Han, W.: Theoretical Numerical Analysis. Springer, New York (2005)CrossRef Atkinson, K., Han, W.: Theoretical Numerical Analysis. Springer, New York (2005)CrossRef
2.
3.
go back to reference Benson, A.R., Gleich, D.F., Lim, L.H.: The spacey random walk: a stochastic process for higher-order data. SIAM Rev. 59(2), 321–345 (2017)MathSciNetCrossRef Benson, A.R., Gleich, D.F., Lim, L.H.: The spacey random walk: a stochastic process for higher-order data. SIAM Rev. 59(2), 321–345 (2017)MathSciNetCrossRef
4.
go back to reference Beylkin, G., Mohlenkamp, M.J.: Numerical operator calculus in higher dimensions. Proc. Natl. Acad. Sci. 99(16), 10246–10251 (2002)MathSciNetCrossRef Beylkin, G., Mohlenkamp, M.J.: Numerical operator calculus in higher dimensions. Proc. Natl. Acad. Sci. 99(16), 10246–10251 (2002)MathSciNetCrossRef
5.
go back to reference Beylkin, G., Mohlenkamp, M.J.: Algorithms for numerical analysis in high dimensions. SIAM J. Sci. Comput. 26(6), 2133–2159 (2005)MathSciNetCrossRef Beylkin, G., Mohlenkamp, M.J.: Algorithms for numerical analysis in high dimensions. SIAM J. Sci. Comput. 26(6), 2133–2159 (2005)MathSciNetCrossRef
6.
7.
go back to reference Bigoni, D., Engsig-Karup, A.P., Marzouk, Y.M.: Spectral tensor-train decomposition. SIAM J. Sci. Comput. 38(4), A2405–A2439 (2016)MathSciNetCrossRef Bigoni, D., Engsig-Karup, A.P., Marzouk, Y.M.: Spectral tensor-train decomposition. SIAM J. Sci. Comput. 38(4), A2405–A2439 (2016)MathSciNetCrossRef
8.
go back to reference Chevreuil, M., Lebrun, R., Nouy, A., Rai, P.: A least-squares method for sparse low rank approximation of multivariate functions. SIAM/ASA J. Uncertain. Quantif. 3(1), 897–921 (2015)MathSciNetCrossRef Chevreuil, M., Lebrun, R., Nouy, A., Rai, P.: A least-squares method for sparse low rank approximation of multivariate functions. SIAM/ASA J. Uncertain. Quantif. 3(1), 897–921 (2015)MathSciNetCrossRef
9.
go back to reference Courant, R., Hilbert, D.: Methods of Mathematical Physics, vol. 1. CUP Archive, Cambridge (1965)MATH Courant, R., Hilbert, D.: Methods of Mathematical Physics, vol. 1. CUP Archive, Cambridge (1965)MATH
10.
go back to reference De Lathauwer, L.: A link between the canonical decomposition in multilinear algebra and simultaneous matrix diagonalization. SIAM J. Matrix Anal. Appl. 28(3), 642–666 (2006). (electronic)MathSciNetCrossRef De Lathauwer, L.: A link between the canonical decomposition in multilinear algebra and simultaneous matrix diagonalization. SIAM J. Matrix Anal. Appl. 28(3), 642–666 (2006). (electronic)MathSciNetCrossRef
11.
go back to reference De Lathauwer, L., Comon, P., De Moor, B., Vandewalle, J.: Higher-order power method. In: Nonlinear Theory and its Applications, NOLTA95, vol. 1 (1995) De Lathauwer, L., Comon, P., De Moor, B., Vandewalle, J.: Higher-order power method. In: Nonlinear Theory and its Applications, NOLTA95, vol. 1 (1995)
12.
go back to reference De Lathauwer, L., De Moor, B., Vandewalle, J.: A multilinear singular value decomposition. SIAM J. Matrix Anal. Appl. 21, 1253–1278 (2000)MathSciNetCrossRef De Lathauwer, L., De Moor, B., Vandewalle, J.: A multilinear singular value decomposition. SIAM J. Matrix Anal. Appl. 21, 1253–1278 (2000)MathSciNetCrossRef
13.
go back to reference De Lathauwer, L., De Moor, B., Vandewalle, J.: Computation of the canonical decomposition by means of a simultaneous generalized Schur decomposition. SIAM J. Matrix Anal. Appl. 26(2), 295–327 (2004). (electronic)MathSciNetCrossRef De Lathauwer, L., De Moor, B., Vandewalle, J.: Computation of the canonical decomposition by means of a simultaneous generalized Schur decomposition. SIAM J. Matrix Anal. Appl. 26(2), 295–327 (2004). (electronic)MathSciNetCrossRef
14.
15.
go back to reference De Silva, V., Lim, L.-H.: Tensor rank and the ill-posedness of the best low-rank approximation problem. SIAM J. Matrix Anal. Appl. 30(3), 1084–1127 (2008)MathSciNetCrossRef De Silva, V., Lim, L.-H.: Tensor rank and the ill-posedness of the best low-rank approximation problem. SIAM J. Matrix Anal. Appl. 30(3), 1084–1127 (2008)MathSciNetCrossRef
16.
go back to reference Domanov, I., Lathauwer, L.D.: Canonical polyadic decomposition of third-order tensors: reduction to generalized eigenvalue decomposition. SIAM J. Matrix Anal. Appl. 35(2), 636–660 (2014)MathSciNetCrossRef Domanov, I., Lathauwer, L.D.: Canonical polyadic decomposition of third-order tensors: reduction to generalized eigenvalue decomposition. SIAM J. Matrix Anal. Appl. 35(2), 636–660 (2014)MathSciNetCrossRef
17.
go back to reference Driscoll, T.A., Hale, N., Trefethen, L.N.: Chebfun Guide. Pafnuty Publications, Oxford (2014) Driscoll, T.A., Hale, N., Trefethen, L.N.: Chebfun Guide. Pafnuty Publications, Oxford (2014)
18.
go back to reference Engel, E., Dreizler, R.M.: Density Functional Theory: An Advanced Course. Springer, New York (2011)CrossRef Engel, E., Dreizler, R.M.: Density Functional Theory: An Advanced Course. Springer, New York (2011)CrossRef
19.
go back to reference Falcó, A., Hackbusch, W.: On minimal subspaces in tensor representations. Found. Comput. Math. 12(6), 765–803 (2012)MathSciNetCrossRef Falcó, A., Hackbusch, W.: On minimal subspaces in tensor representations. Found. Comput. Math. 12(6), 765–803 (2012)MathSciNetCrossRef
20.
go back to reference Golub, G.H., Van Loan, C.F.: Matrix Computations. Johns Hopkins University Press, Baltimore (2013)MATH Golub, G.H., Van Loan, C.F.: Matrix Computations. Johns Hopkins University Press, Baltimore (2013)MATH
21.
22.
go back to reference Hackbusch, W.: Tensor Spaces and Numerical Tensor Calculus, Springer Series in Computational Mathematics, vol. 42. Springer, Heidelberg (2012)CrossRef Hackbusch, W.: Tensor Spaces and Numerical Tensor Calculus, Springer Series in Computational Mathematics, vol. 42. Springer, Heidelberg (2012)CrossRef
23.
24.
go back to reference Hille, E., Tamarkin, J.D.: On the characteristic values of linear integral equations. Acta Math. 57(1), 1–76 (1931)MathSciNetCrossRef Hille, E., Tamarkin, J.D.: On the characteristic values of linear integral equations. Acta Math. 57(1), 1–76 (1931)MathSciNetCrossRef
25.
go back to reference Kofidis, E., Regalia, P.A.: On the best rank-1 approximation of higher-order supersymmetric tensors. SIAM J. Matrix Anal. Appl. 23(3), 863–884 (2002)MathSciNetCrossRef Kofidis, E., Regalia, P.A.: On the best rank-1 approximation of higher-order supersymmetric tensors. SIAM J. Matrix Anal. Appl. 23(3), 863–884 (2002)MathSciNetCrossRef
28.
go back to reference Kolda, T.G., Mayo, J.R.: Shifted power method for computing tensor eigenpairs. SIAM J. Matrix Anal. Appl. 32(4), 1095–1124 (2011)MathSciNetCrossRef Kolda, T.G., Mayo, J.R.: Shifted power method for computing tensor eigenpairs. SIAM J. Matrix Anal. Appl. 32(4), 1095–1124 (2011)MathSciNetCrossRef
30.
go back to reference Kruskal, J.B.: Three-way arrays: rank and uniqueness of trilinear decompositions, with application to arithmetic complexity and statistics. Linear Algebra Appl. 18(2), 95–138 (1977)MathSciNetCrossRef Kruskal, J.B.: Three-way arrays: rank and uniqueness of trilinear decompositions, with application to arithmetic complexity and statistics. Linear Algebra Appl. 18(2), 95–138 (1977)MathSciNetCrossRef
31.
go back to reference Kruskal, J.B.: Rank, decomposition, and uniqueness for 3-way and n-way arrays. In: Coppi, R., Bolasco, S. (eds.) Multiway Data Analysis, pp. 7–18. North-Holland, New York (1989) Kruskal, J.B.: Rank, decomposition, and uniqueness for 3-way and n-way arrays. In: Coppi, R., Bolasco, S. (eds.) Multiway Data Analysis, pp. 7–18. North-Holland, New York (1989)
32.
go back to reference Leurgans, S.E., Ross, R.T., Abel, R.B.: A decomposition for three-way arrays. SIAM J. Matrix Anal. Appl. 14(4), 1064–1083 (1993)MathSciNetCrossRef Leurgans, S.E., Ross, R.T., Abel, R.B.: A decomposition for three-way arrays. SIAM J. Matrix Anal. Appl. 14(4), 1064–1083 (1993)MathSciNetCrossRef
33.
go back to reference Li, W., Ng, M.K.: On the limiting probability distribution of a transition probability tensor. Linear Multilinear Algebra 62(3), 362–385 (2014)MathSciNetCrossRef Li, W., Ng, M.K.: On the limiting probability distribution of a transition probability tensor. Linear Multilinear Algebra 62(3), 362–385 (2014)MathSciNetCrossRef
35.
go back to reference Lim, L.H.: Singular values and eigenvalues of tensors: a variational approach. In: Proceedings of the IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP ‘05), pp. 129–132 (2005) Lim, L.H.: Singular values and eigenvalues of tensors: a variational approach. In: Proceedings of the IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP ‘05), pp. 129–132 (2005)
37.
go back to reference Mercer, J.: Functions of positive and negative type and their connection with the theory of integral equations. Philos. Trans. R. Soc. Lond. A 209, 415–446 (1909)CrossRef Mercer, J.: Functions of positive and negative type and their connection with the theory of integral equations. Philos. Trans. R. Soc. Lond. A 209, 415–446 (1909)CrossRef
38.
go back to reference Moler, Cleve B., Stewart, G.W.: An algorithm for generalized matrix eigenvalue problems. SIAM J. Numer. Anal. 10(2), 241–256 (1973)MathSciNetCrossRef Moler, Cleve B., Stewart, G.W.: An algorithm for generalized matrix eigenvalue problems. SIAM J. Numer. Anal. 10(2), 241–256 (1973)MathSciNetCrossRef
40.
go back to reference Nakatsukasa, Y., Soma, T., Uschmajew, A.: Finding a low-rank basis in a matrix subspace. Math. Program. 162(1–2), 325–361 (2017)MathSciNetCrossRef Nakatsukasa, Y., Soma, T., Uschmajew, A.: Finding a low-rank basis in a matrix subspace. Math. Program. 162(1–2), 325–361 (2017)MathSciNetCrossRef
41.
go back to reference Oseledets, I.V.: Constructive representation of functions in low-rank tensor formats. Constr. Approx. 37(1), 1–18 (2013)MathSciNetCrossRef Oseledets, I.V.: Constructive representation of functions in low-rank tensor formats. Constr. Approx. 37(1), 1–18 (2013)MathSciNetCrossRef
43.
go back to reference Regalia, P.A., Kofidis, E.: The higher-order power method revisited: convergence proofs and effective initialization. In: Proceedings of the 2000 IEEE International Conference on Acoustics, Speech, and Signal. Processing (ICASSP ’00), vol. 5, pp. 2709–2712. IEEE (2000) Regalia, P.A., Kofidis, E.: The higher-order power method revisited: convergence proofs and effective initialization. In: Proceedings of the 2000 IEEE International Conference on Acoustics, Speech, and Signal. Processing (ICASSP ’00), vol. 5, pp. 2709–2712. IEEE (2000)
44.
go back to reference Robeva, E., Seigal, A.: Singular vectors of orthogonally decomposable tensors. Linear Multilinear Algebra 65, 2457–2471 (2017)MathSciNetCrossRef Robeva, E., Seigal, A.: Singular vectors of orthogonally decomposable tensors. Linear Multilinear Algebra 65, 2457–2471 (2017)MathSciNetCrossRef
45.
go back to reference Sanchez, E., Kowalski, B.R.: Tensorial resolution: a direct trilinear decomposition. J. Chemom. 4(1), 29–45 (1990)CrossRef Sanchez, E., Kowalski, B.R.: Tensorial resolution: a direct trilinear decomposition. J. Chemom. 4(1), 29–45 (1990)CrossRef
46.
go back to reference Schmidt, E.: Zur Theorie der linearen und nichtlinearen Integralgleichungen. I Teil. Entwicklung willkuerlichen Funktionen nach System vorgeschriebener. Math. Ann. 63, 433–476 (1907)MathSciNetCrossRef Schmidt, E.: Zur Theorie der linearen und nichtlinearen Integralgleichungen. I Teil. Entwicklung willkuerlichen Funktionen nach System vorgeschriebener. Math. Ann. 63, 433–476 (1907)MathSciNetCrossRef
47.
go back to reference Schultz, T., Seidel, H.P.: Estimating crossing fibers: a tensor decomposition approach. IEEE Trans. Vis. Comput. Graph. 14(6), 1635–1642 (2008)CrossRef Schultz, T., Seidel, H.P.: Estimating crossing fibers: a tensor decomposition approach. IEEE Trans. Vis. Comput. Graph. 14(6), 1635–1642 (2008)CrossRef
48.
go back to reference Spatschek, R., Eidel, B.: Driving forces for interface kinetics and phase field models. Int. J. Solids Struct. 50(14), 2424–2436 (2013)CrossRef Spatschek, R., Eidel, B.: Driving forces for interface kinetics and phase field models. Int. J. Solids Struct. 50(14), 2424–2436 (2013)CrossRef
49.
go back to reference Stakgold, I., Holst, M.J.: Green’s Functions and Boundary Value Problems. John Wiley & Sons, Hoboken (2011)CrossRef Stakgold, I., Holst, M.J.: Green’s Functions and Boundary Value Problems. John Wiley & Sons, Hoboken (2011)CrossRef
50.
51.
53.
go back to reference Townsend, A.: Computing with functions in two dimensions. Ph.D. thesis, University of Oxford (2014) Townsend, A.: Computing with functions in two dimensions. Ph.D. thesis, University of Oxford (2014)
54.
go back to reference Townsend, A., Trefethen, L.N.: Continuous analogues of matrix factorizations. Proc. R. Soc. A 471(2173), 20140,585 (2015)MathSciNetCrossRef Townsend, A., Trefethen, L.N.: Continuous analogues of matrix factorizations. Proc. R. Soc. A 471(2173), 20140,585 (2015)MathSciNetCrossRef
55.
56.
go back to reference Trefethen, L.N.: Approximation Theory and Approximation Practice. SIAM, Philadelphia (2013)MATH Trefethen, L.N.: Approximation Theory and Approximation Practice. SIAM, Philadelphia (2013)MATH
57.
go back to reference Uschmajew, A.: Regularity of tensor product approximations to square integrable functions. Constr. Approx. 34, 371–391 (2011)MathSciNetCrossRef Uschmajew, A.: Regularity of tensor product approximations to square integrable functions. Constr. Approx. 34, 371–391 (2011)MathSciNetCrossRef
58.
go back to reference Uschmajew, A.: A new convergence proof for the higher-order power method and generalizations. Pac. J. Optim. 11, 309–321 (2015)MathSciNetMATH Uschmajew, A.: A new convergence proof for the higher-order power method and generalizations. Pac. J. Optim. 11, 309–321 (2015)MathSciNetMATH
59.
go back to reference van Groesen, E.: Applied analytical method. In: Lecture Notes for Applied Analysis & Mathematical Physics (2001) van Groesen, E.: Applied analytical method. In: Lecture Notes for Applied Analysis & Mathematical Physics (2001)
60.
go back to reference Vannieuwenhoven, N., Nicaise, J., Vandebril, R., Meerbergen, K.: On generic nonexistence of the Schmidt–Eckart–Young decomposition for complex tensors. SIAM J. Matrix Anal. Appl. 35(3), 886–903 (2014)MathSciNetCrossRef Vannieuwenhoven, N., Nicaise, J., Vandebril, R., Meerbergen, K.: On generic nonexistence of the Schmidt–Eckart–Young decomposition for complex tensors. SIAM J. Matrix Anal. Appl. 35(3), 886–903 (2014)MathSciNetCrossRef
61.
go back to reference Zhang, T., Golub, G.H.: Rank-one approximation to high order tensors. SIAM J. Matrix Anal. Appl. 23(2), 534–550 (2001)MathSciNetCrossRef Zhang, T., Golub, G.H.: Rank-one approximation to high order tensors. SIAM J. Matrix Anal. Appl. 23(2), 534–550 (2001)MathSciNetCrossRef
Metadata
Title
On the spectral problem for trivariate functions
Authors
Behnam Hashemi
Yuji Nakatsukasa
Publication date
10-05-2018
Publisher
Springer Netherlands
Published in
BIT Numerical Mathematics / Issue 4/2018
Print ISSN: 0006-3835
Electronic ISSN: 1572-9125
DOI
https://doi.org/10.1007/s10543-018-0710-4

Other articles of this Issue 4/2018

BIT Numerical Mathematics 4/2018 Go to the issue

Premium Partner