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SIAM Journal on Matrix Analysis and Applications

Low-Rank Explicit QTT Representation of the Laplace Operator and Its Inverse

Vladimir A. Kazeev, Boris N. Khoromskij

Published Jan 1, 2012• 118 citations
Publisher

Abstract

We focus on the construction of explicit low-rank representations of matrices in the tensor train (TT) and quantized tensor train (QTT) formats which have been proposed recently for the low-parametric structured representation of large-scale tensors. The matrices under consideration are discretizations of the Laplace operator in a hypercube (in one and many dimensions) and their inverses (in one dimension). For these matrices we derive explicit and exact QTT representations of low QTT ranks independent of the numbers $d$ and $n^{2}$ of dimensions and entries in each dimension. This implies that for the matrices considered the storage cost is $\mathcal{O}\left(d\,\log n\right)$, i.e., logarithmic with respect to the total number $n^{2d}$ of entries. The same applies to the computational complexity of the QTT-structured operations with these matrices, which now depends on the QTT ranks of the other operands. The general result of the paper is the notation and technique we introduce in order to examine the QTT structure of matrices analytically. They prove to be an efficient tool of studying other tensors related to particular computational problems, which are not considered in this paper.

DOI
10.1137/100820479

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We study the tensor structure of two operations: the transformation of a given multidimensional vector into a multilevel Toeplitz matrix and the convolution of two given multidimensional vectors. We show that the low-rank tensor structure of the input is preserved in the output and propose efficient algorithms for these operations in the newly introduced quantized tensor train (QTT) format. Consider a ddd-dimensional 2n×⋯×2n2n \times\cdots\times 2n2n×⋯×2n-vector x\boldsymbol{x}x. If it is represented elementwise, the number of parameters is (2n)d(2n)^{d}(2n)d. However, if we assume that x\boldsymbol{x}x is given in a QTT representation with ranks bounded by ppp, the number of parameters is reduced to O(dp2log⁡n)\mathcal{O}\left(dp^{2} \log n\right)O(dp2logn). Under this assumption we show how the multilevel Toeplitz matrix generated by x\boldsymbol{x}x can be obtained in the QTT format with ranks bounded by 2p2p2p in O(dp2log⁡n)\mathcal{O}\left(dp^{2} \log n\right)O(dp2logn) operations. We also describe how the convolution x⋆y\boldsymbol{x}\star\boldsymbol{y}x⋆y of x\boldsymbol{x}x and a ddd-dimensional n×⋯×nn \times\cdots\times nn×⋯×n-vector y\boldsymbol{y}y can be computed in the QTT format with ranks bounded by 2t2t2t in O(dt2log⁡n)\mathcal{O}\left(dt^{2} \log n\right)O(dt2logn) operations, provided that the matrix xy′\boldsymbol{x}\boldsymbol{y}'xy′ is given in the same format with ranks bounded by ttt. We exploit an algorithm for the inexact matrix-vector multiplication in the QTT format to accelerate the convolution algorithm dramatically. The performance of our approach to convolution is demonstrated with numerical examples, including the computation of the Newton potential of a strong cusp on fine grids with up to 220×220×2202^{20} \times 2^{20} \times 2^{20}220×220×220 points in three dimensions.
Abstract We show that the recent tensor-train (TT) decompositions of matrices come up from its recursive Kronecker-product representations with a systematic use of common bases. The names TTM and QTT used in this case stress the relation with multilevel matrices or quantization that increases artificially the number of levels. Then we investigate how the tensor-train ranks of a matrix can be related to those of its inverse. In the case of a banded Toeplitz matrix, we prove that the tensor-train ranks of its inverse are bounded above by 1+(l+u)^2, where l and u are the bandwidths in the lower and upper parts of the matrix without the main diagonal.
We propose a combined tensor format, which encapsulates the benefits of Tucker, tensor train (TT), and quantized TT (QTT) formats. The structure is composed of subtensors in TT representations, so the approximation problem is proven to be stable. We describe all important algebraic and optimization operations, which are recast to the TT routines. Several examples on explicit function and operator representations are provided. The asymptotic storage complexity is at most cubic in the rank parameter, that is larger than for the global QTT approximation, but the numerical examples manifest that the ranks in the two-level format usually increase more slowly with the approximation accuracy than the QTT ones. In particular, we observe that high rank peaks, which usually occur in the TT/QTT representations, are significantly relaxed. Thus the reduced costs can be achieved.
Abstract In this paper, the tensor-structured numerical evaluation of the Coulomb and exchange operators in the Hartree-Fock equation is supplemented by the usage of recent quantized-TT (QTT) formats. It leads to O(log n) complexity at computationally extensive stages in the rank-structured calculation with the respective 3D Hartree and exchange potentials discretized on large n×n×n Cartesian grids. The numerical examples for some volumetric organic molecules confirm that the QTT ranks of these potentials are nearly independent of the one-dimension grid size n. Thus, paradoxically, the complexity of the grid-based evaluation of the Coulumb and exchange matrices becomes almost independent of the grid size, being regulated only by the structure of a molecular system. As a result, the grid approximation of the Hartree-Fock equation allows to gain the high resolution with a guaranteed accuracy.
We propose a combined tensor format, which encapsulates the benefits of Tucker, Tensor Train (TT) and Quantized TT (QTT) formats. The structure is composed of subtensors in TT representations, so the approximation problem is proven to be stable. We describe all important algebraic and optimization operations, which are recast to the TT routines. Several examples on explicit function and operator representations are provided. The asymptotic storage complexity is at most cubic in the rank parameter, that is larger than for the QTT format, but the numerical examples manifest, that the ranks in the two-level format increase usually slower with the approximation accuracy than the QTT ones. In particular, we observe, that high rank peaks, which usually occur in the QTT representation, are significantly relaxed. Thus the reduced costs can be achieved.
Abstract In the present paper, we propose and analyse a class of tensor methods for the efficient numerical computation of the dynamics and spectrum of high-dimensional Hamiltonians. We focus on the complex-time evolution problems. We apply the quantized-TT (QTT) matrix product states type tensor approximation that allows to represent N-d tensors generated by the grid representation of d-dimensional functions and operators with log-volume complexity, O(d log N), where N is the univariate discretization parameter in space. Making use of the truncated Cayley transform method allows us to recursively separate the time and space variables and then introduce the efficient QTT representation of both the temporal and the spatial parts of the solution to the high-dimensional evolution equation. We prove the exponential convergence of the m-term time-space separation scheme and describe the efficient tensor-structured preconditioners for the arising system with multidimensional Hamiltonians. For the class of "analytic" and low QTT-rank input data, our method allows to compute the solution at a fixed point in time t=T>0 with an asymptotic complexity of order O(d log N ln^q (1/ε)), where ε>0 is the error bound and q is a fixed small number. The time-and-space separation method via the QTT-Cayley-transform enables us to construct a global m-term separable (x,t)-representation of the solution on a very fine time-space grid with complexity of order O(dm^4 log N_t log N), where N_t is the number of sampling points in time. The latter allows efficient energy spectrum calculations by FFT (or QTT-FFT) of the autocorrelation function computed on a sufficiently long time interval [0,T]. Moreover, we show that the spectrum of the Hamiltonian can also be represented by the poles of the t-Laplace transform of a solution. In particular, the approach can be an option to compute the dynamics and the spectrum in the time-dependent molecular Schrödinger equation.