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Interpolating millions of points for a low-rank function

  • We implement a variant of Tensor Cross Interpolation designed for learning a huge number of user-provided pivots.
  • We can sample millions of points separately, and later combine the learned tensor trains without losing information.
  • The cost scales linear with the number of pivots.

Features

We provide:

  • A matrix interpolative decomposition (ID) based on rank revealing QR (from lapack)
  • A basic TensorTrain class
  • A class doing something like Tensor Cross Interpolation (TCI) , but using ID instead of CUR
  • A new implementation of linear-cost interpolation of global pivots
  • The quantics grid and qtt learning

Dependencies

  • libtorch c++ for tensor manipulation
  • Catch2 for testing
  • lapack for linear algebra

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Interpolating millions of points for a low-rank function

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