TTOptions

TTOptions(
    max_als: int = 1,
    als_tol: float = 0.0001,
    init_rank: int = 20,
    kick_rank: int = 2,
    max_rank: int = 30,
    local_tol: float = 1e-10,
    cdf_tol: float = 1e-10,
    tt_method: str = 'amen',
    int_method: str = 'maxvol',
    verbose: int = 1,
)

Options for configuring the construction of an FTT object.

Parameters

max_als : int = 1

The maximum number of ALS iterations to be carried out during the FTT construction.

als_tol : float = 0.0001

The tolerance to use to determine whether the ALS iterations should be terminated.

init_rank : int = 20

The initial rank of each tensor core.

kick_rank : int = 2

The rank of the enrichment set of samples added at each ALS iteration.

max_rank : int = 30

The maximum allowable rank of each tensor core (prior to the enrichment set being added).

local_tol : float = 1e-10

The threshold to use when applying truncated SVD to the tensor cores when building the FTT.

cdf_tol : float = 1e-10

The tolerance used when solving the root-finding problem to invert the CDF.

tt_method : str = 'amen'

The method used to construct the TT cores. Can be 'fixed', 'random', or 'amen'.

int_method : str = 'maxvol'

The interpolation method used when constructing the tensor cores. Can be 'maxvol' (Goreinov et al., 2010) or 'deim' (Chaturantabut and Sorensen, 2010).

verbose : int = 1

If verbose=0, no information about the construction of the FTT will be printed to the screen. If verbose=1, diagnostic information will be prined at the end of each ALS iteration. If verbose=2, the tensor core currently being constructed during each ALS iteration will also be displayed.

References

Chaturantabut, S and Sorensen, DC (2010). Nonlinear model reduction via discrete empirical interpolation. SIAM Journal on Scientific Computing 32, 2737–2764.

Goreinov, SA, Oseledets, IV, Savostyanov, DV, Tyrtyshnikov, EE and Zamarashkin, NL (2010). How to find a good submatrix. In: Matrix Methods: Theory, Algorithms and Applications, 247–256.