Modewise operators, the tensor restricted isometry property, and low-rank tensor recovery

Abstract

Recovery of sparse vectors and low-rank matrices from a small number of linear measurements is well-known to be possible under various model assumptions on the measurements. The key requirement on the measurement matrices is typically the restricted isometry property, that is, approximate orthonormality when acting on the subspace to be recovered. Among the most widely used random matrix measurement models are (a) independent subgaussian models and (b) randomized Fourier-based models, allowing for the efficient computation of the measurements.

For the now ubiquitous tensor data, direct application of the known recovery algorithms to the vectorized or matricized tensor is memory-heavy because of the huge measurement matrices to be constructed and stored. In this paper, we propose modewise measurement schemes based on subgaussian and randomized Fourier measurements. These modewise operators act on the pairs or other small subsets of the tensor modes separately. They require significantly less memory than the measurements working on the vectorized tensor, provably satisfy the tensor restricted isometry property and experimentally can recover the tensor data from fewer measurements and do not require impractical storage.