Thorsten Rohwedder
Technical University of Berlin
Network
Latest external collaboration on country level. Dive into details by clicking on the dots.
Publication
Featured researches published by Thorsten Rohwedder.
SIAM Journal on Scientific Computing | 2012
Sebastian Holtz; Thorsten Rohwedder; Reinhold Schneider
Recent achievements in the field of tensor product approximation provide promising new formats for the representation of tensors in form of tree tensor networks. In contrast to the canonical
SIAM Journal on Matrix Analysis and Applications | 2013
Christian Lubich; Thorsten Rohwedder; Reinhold Schneider; Bart Vandereycken
r
Numerische Mathematik | 2012
Sebastian Holtz; Thorsten Rohwedder; Reinhold Schneider
-term representation (CANDECOMP, PARAFAC), these new formats provide stable representations, while the amount of required data is only slightly larger. The tensor train (TT) format [SIAM J. Sci. Comput., 33 (2011), pp. 2295-2317], a simple special case of the hierarchical Tucker format [J. Fourier Anal. Appl., 5 (2009), p. 706], is a useful prototype for practical low-rank tensor representation. In this article, we show how optimization tasks can be treated in the TT format by a generalization of the well-known alternating least squares (ALS) algorithm and by a modified approach (MALS) that enables dynamical rank adaptation. A formulation of the component equations in terms of so-called retraction operators helps to show that many structural properties of the original problems transfer to the micro-iterations, giving what is to our knowledge the first stable generic algorithm for the treatment of optimization tasks in the tensor format. For the examples of linear equations and eigenvalue equations, we derive concrete working equations for the micro-iteration steps; numerical examples confirm the theoretical results concerning the stability of the TT decomposition and of ALS and MALS but also show that in some cases, high TT ranks are required during the iterative approximation of low-rank tensors, showing some potential of improvement.
Numerische Mathematik | 2012
Mike Espig; Wolfgang Hackbusch; Thorsten Rohwedder; Reinhold Schneider
We extend results on the dynamical low-rank approximation for the treatment of time-dependent matrices and tensors (Koch and Lubich; see [SIAM J. Matrix Anal. Appl., 29 (2007), pp. 434--454], [SIAM J. Matrix Anal. Appl., 31 (2010), pp. 2360--2375]) to the recently proposed hierarchical Tucker (HT) tensor format (Hackbusch and Kuhn; see [J. Fourier Anal. Appl., 15 (2009), pp. 706--722]) and the tensor train (TT) format (Oseledets; see [SIAM J. Sci. Comput., 33 (2011), pp. 2295--2317]), which are closely related to tensor decomposition methods used in quantum physics and chemistry. In this dynamical approximation approach, the time derivative of the tensor to be approximated is projected onto the time-dependent tangent space of the approximation manifold along the solution trajectory. This approach can be used to approximate the solutions to tensor differential equations in the HT or TT format and to compute updates in optimization algorithms within these reduced tensor formats. By deriving and analyzing th...
Numerische Mathematik | 2008
Wolfgang Dahmen; Thorsten Rohwedder; Reinhold Schneider; Andreas Zeiser
Recently, the format of TT tensors (Hackbusch and Kühn in J Fourier Anal Appl 15:706–722, 2009; Oseledets in SIAM J Sci Comput 2009, submitted; Oseledets and Tyrtyshnikov in SIAM J Sci Comput 31:5, 2009; Oseledets and Tyrtyshnikov in Linear Algebra Appl 2009, submitted) has turned out to be a promising new format for the approximation of solutions of high dimensional problems. In this paper, we prove some new results for the TT representation of a tensor
Advances in Computational Mathematics | 2011
Thorsten Rohwedder; Reinhold Schneider; Andreas Zeiser
Zeitschrift für Physikalische Chemie | 2010
Heinz-Jürgen Flad; Thorsten Rohwedder; Reinhold Schneider
{U \in \mathbb{R}^{n_1\times \cdots\times n_d}}
Journal of Mathematical Chemistry | 2011
Thorsten Rohwedder; Reinhold Schneider
Mathematical Modelling and Numerical Analysis | 2013
Thorsten Rohwedder; Reinhold Schneider
and for the manifold of tensors of TT-rank
Mathematical Modelling and Numerical Analysis | 2013
Thorsten Rohwedder