用张量分解高效恢复高频算子,速度比现有方法快数个数量级。
Efficient Tensor Completion Algorithms for Highly Oscillatory Operators
- 将矩阵重排为张量,利用蝴蝶分解实现低复杂度表示。
- 仅需约 n log n 个采样点,计算成本为 O(n log³ n)。
- 新初始化策略使重建误差降低一个数量级,适合地震数据处理。
本文提出低复杂度张量补全算法及其高效实现,用于重构以 n×n 矩阵形式离散的高频算子。基于输入矩阵的重排及其蝴蝶分解为阶 O(log n) 的张量,将蝴蝶分解表示为稠密张量的张量分解,从而高效利用现有的稠密与稀疏张量计算软件。我们提出了两种在蝴蝶格式下的张量补全算法,分别采用交替最小二乘和基于梯度的优化,并设计了一种新颖策略:通过低秩矩阵补全快速生成初始猜测。为验证算法效率与适用性,我们在地震应用中对模拟高频算子进行了三项数值实验。实验中仅使用 O(n log n) 个观测条目,展示了算法计算成本为 O(n log³ n),相比低秩矩阵和量化张量列车补全,每次迭代速度提升数个数量级。此外,结合新初始化策略的蝴蝶补全算法,重建误差比当前最优方法小一个数量级,能够准确恢复底层结构。
原文摘要 · Abstract (English)
This paper presents low-complexity tensor completion algorithms and their efficient implementation to reconstruct highly oscillatory operators discretized as $n\times n$ matrices. The underlying tensor decomposition is based on the reshaping of the input matrix and its butterfly decomposition into an order $O (\log n)$ tensor. The reshaping of the input matrix into a tensor allows for representation of the butterfly decomposition as a tensor decomposition with dense tensors. This leads to efficient utilization of the existing software infrastructure for dense and sparse tensor computations. We propose two tensor completion algorithms in the butterfly format, using alternating least squares and gradient-based optimization, as well as a novel strategy that uses low-rank matrix completion to efficiently generate an initial guess for the proposed algorithms. To demonstrate the efficiency and applicability of our proposed algorithms, we perform three numerical experiments using simulated oscillatory operators in seismic applications. In these experiments, we use $O (n \log n)$ observed entries in the input matrix and demonstrate an $O(n\log^3 n)$ computational cost of the proposed algorithms, leading to a speedup of orders of magnitudes per iteration for large matrices compared to the low-rank matrix and quantized tensor-train completion. Moreover, the proposed butterfly completion algorithms, equipped with the novel initial guess generation strategy, achieve reconstruction errors that are smaller by an order of magnitude, enabling accurate recovery of the underlying structure compared to the state-of-the-art completion algorithms.
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