Convergence of a Jacobi-type method for the approximate orthogonal tensor diagonalization

DOI10.1007/S10092-022-00498-XMaRDI QIDQ2107286zbMATHOpenAlexFDO

Authors Erna Begović Kovač

Publication date 1 December 2022

Published in Calcolo (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.03722

zbMATH Keywords

convergenceSVDtensor decompositionsJacobi-type methodstensor diagonalization

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Orthogonalization in numerical linear algebra (65F25) Diagonalization, Jordan forms (15A20)

Abstract: For a general third-order tensor $mathcalAinmathbb{R}^{nimesnimesn}$ the paper studies two closely related problems, an SVD-like tensor decomposition and an (approximate) tensor diagonalization. We develop a Jacobi-type algorithm that works on $2imes2imes2$ subtensors and, in each iteration, maximizes the sum of squares of its diagonal entries. We show how the rotation angles are calculated and prove convergence of the algorithm. Different initializations of the algorithm are discussed, as well as the special cases of symmetric and antisymmetric tensors. The algorithm can be generalized to work on higher-order tensors.

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Cites work

• scientific article; zbMATH DE number 5968745 (Why is no real title available?)
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Cited in

(8)

• Approximate matrix and tensor diagonalization by unitary transformations: convergence of Jacobi-type algorithms
• ST-SVD factorization and s-diagonal tensors
• On approximate diagonalization of third order symmetric tensors by orthogonal transformations
• Globally convergent Jacobi-type algorithms for simultaneous orthogonal symmetric tensor diagonalization
• A locally convergent Jacobi iteration for the tensor singular value problem
• A Jacobi-Type Method for Computing Orthogonal Tensor Decompositions
• Trace maximization algorithm for the approximate tensor diagonalization
• Jacobi-type algorithms for homogeneous polynomial optimization on Stiefel manifolds with applications to tensor approximations

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