dense_tucker_svd ================ .. py:function:: t3toolbox.backend.t3_svd.dense_tucker_svd(T, min_ranks = None, max_ranks = None, rtol = None, atol = None) .. code-block:: python def dense_tucker_svd( T: common.NDArray, # shape=(N1, N2, .., Nd) min_ranks: typ.Sequence[int] = None, # len=d max_ranks: typ.Sequence[int] = None, # len=d rtol: float = None, atol: float = None, ) -> typ.Tuple[ typ.Tuple[ typ.Tuple[common.NDArray,...], # Tucker bases, ith_elm_shape=(ni, Ni) common.NDArray, # Tucker core, shape=(n1,n2,...,nd) ], typ.Tuple[common.NDArray,...], # singular values of matricizations ]: Compute Tucker decomposition and matricization singular values for dense tensor. :param T: The dense tensor. shape=(N1, ..., Nd) :type T: NDArray :param min_ranks: Minimum Tucker ranks for truncation. len=d :type min_ranks: typ.Sequence[int] :param max_ranks: Maximum Tucker ranks for truncation. len=d :type max_ranks: typ.Sequence[int] :param rtol: Relative tolerance for truncation. :type rtol: float :param atol: Absolute tolerance for truncation. :type atol: float :param xnp: Linear algebra backend. Default: np (numpy) :returns: * *typ.Tuple[typ.Tuple[NDArray,...],NDArray]* -- Tucker decomposition (tucker_bases, tucker_core). tucker_bases[ii].shape=(ni,Ni). tucker_core.shape=(n1,...,nd) * *typ.Tuple[NDArray,...]* -- Singular values of matricizations .. seealso:: :py:obj:`truncated_svd`, :py:obj:`tt_svd_dense`, :py:obj:`t3_svd_dense`, :py:obj:`t3_svd` .. rubric:: Examples No truncation -- a lossless Tucker decomposition. The factors reconstruct ``T``, and ``bases[ii].shape = (ni, Ni)`` (the small rank ``ni`` first), one singular-value vector per mode: >>> import numpy as np >>> import t3toolbox.backend.t3_svd as t3_svd >>> np.random.seed(0) >>> T = np.random.randn(5, 6, 7) >>> (bases, core), ss = t3_svd.dense_tucker_svd(T) >>> print(core.shape, [B.shape for B in bases]) (5, 6, 7) [(5, 5), (6, 6), (7, 7)] >>> T2 = np.einsum('abc,ai,bj,ck->ijk', core, bases[0], bases[1], bases[2]) >>> print(np.allclose(T, T2)) # exact reconstruction True The mode-``i`` singular values ARE the singular values of the mode-``i`` matricization (shown for mode 0; the other modes are analogous): >>> import numpy as np >>> import t3toolbox.backend.t3_svd as t3_svd >>> np.random.seed(0) >>> T = np.random.randn(5, 6, 7) >>> _, ss = t3_svd.dense_tucker_svd(T) >>> dense_svals = np.linalg.svd(T.reshape(5, 6 * 7), compute_uv=False) # mode-0 matricization >>> print(np.allclose(ss[0], dense_svals[:len(ss[0])])) True Truncation -- a smooth tensor has gradually decaying matricization spectra, so ``rtol`` truncates meaningfully (a sharp random spectrum would not): >>> import numpy as np >>> import t3toolbox.backend.t3_svd as t3_svd >>> i, j, k = np.ogrid[1:9, 1:9, 1:9] >>> T = 1.0 / (i + j + k) # graded-spectrum tensor >>> (bases_f, _), ss_full = t3_svd.dense_tucker_svd(T) # full (untruncated) spectra >>> (bases, core), _ = t3_svd.dense_tucker_svd(T, rtol=1e-3) # truncate at rtol >>> print(tuple(B.shape[0] for B in bases_f), '->', tuple(B.shape[0] for B in bases)) (8, 8, 8) -> (3, 3, 3) >>> T2 = np.einsum('abc,ai,bj,ck->ijk', core, bases[0], bases[1], bases[2]) >>> ranks = tuple(B.shape[0] for B in bases) >>> dropped_sq = sum(float(np.sum(s[r:]**2)) for s, r in zip(ss_full, ranks)) >>> print(bool(np.linalg.norm(T - T2) <= np.sqrt(dropped_sq))) # accuracy bound [Oseledets] True