Computing extreme eigenvalues of large scale Hankel tensors
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Publication:2399200
Abstract: Large scale tensors, including large scale Hankel tensors, have many applications in science and engineering. In this paper, we propose an inexact curvilinear search optimization method to compute Z- and H-eigenvalues of th order dimensional Hankel tensors, where is large. Owing to the fast Fourier transform, the computational cost of each iteration of the new method is about . Using the Cayley transform, we obtain an effective curvilinear search scheme. Then, we show that every limiting point of iterates generated by the new algorithm is an eigen-pair of Hankel tensors. Without the assumption of a second-order sufficient condition, we analyze the linear convergence rate of iterate sequence by the Kurdyka-{L}ojasiewicz property. Finally, numerical experiments for Hankel tensors, whose dimension may up to one million, are reported to show the efficiency of the proposed curvilinear search method.
The authors focus on eigenvalues of large scale tensors, which have many important applications in science and engineering, whenever massive data are exploited. Here, in particular, a class of large scale dense tensors with a special Hankel structure is considered. The problem of computing extreme eigenvalues of Hankel tensors is modeled as a nonlinear optimization problem with a unit spherical constraint. Actually, the proposed algorithm is an inexact steepest descent method on the unit sphere. Since there exists a fast algorithm to compute products of a Hankel tensor and vectors, exploiting the fast Fourier transform, the computational cost of each iteration of this new method is quite low and is about \ \(\mathcal{O}(mn\,\log (mn))\), where \( m\) and \(n\) are the order and the dimension, respectively, of the Hankel tensor. The convergence of iterates is analyzed in details. Many numerical experiments are reported to show the effectiveness of this promising method. Remarkably, examples with dimensions up to one million are shown to be computed on a desktop computer in a very short time.
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Cited in
(23)- Copositivity detection of tensors: theory and algorithm
- Spectral projected gradient methods for generalized tensor eigenvalue complementarity problems
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