HOID: Higher Order Interpolatory Decomposition for Tensors Based on Tucker Representation

Abstract

We derive a CUR-type factorization for tensors in the Tucker format based on interpolatory decomposition, which we will denote as higher order interpolatory Decomposition (HOID). Given a tensor $\mathbf{\mathcal{X}}$, the algorithm provides a set of column vectors $\{ \mathbf{C}_n\}_{n=1}^d$ which are columns extracted from the mode-$n$ tensor unfolding, along with a core tensor $\mathbf{\mathcal{G}}$ and, together, they satisfy some error bounds. Compared to the higher order SVD algorithm, the HOID provides a decomposition that preserves certain important features of the original tensor such as sparsity, non-negativity, integer values, etc. Error bounds along with detailed estimates of computational costs are provided. The algorithms proposed in this paper have been validated against carefully chosen numerical examples which highlight the favorable properties of the algorithms. Related methods for subset selection proposed for matrix CUR decomposition, such as the discrete empirical interpolation method ...