On best rank one approximation of tensors

DOI10.1002/NLA.1878zbMATH Open1313.65085arXiv1112.5914OpenAlexW1754171797MaRDI QIDQ2936742FDOQ2936742

S. Suter, S. Friedland, Volker Mehrmann, Renato Pajarola

Publication date: 6 January 2015

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Abstract: In this paper we suggest a new algorithm for the computation of a best rank one approximation of tensors, called alternating singular value decomposition. This method is based on the computation of maximal singular values and the corresponding singular vectors of matrices. We also introduce a modification for this method and the alternating least squares method, which ensures that alternating iterations will always converge to a semi-maximal point. (A critical point in several vector variables is semi-maximal if it is maximal with respect to each vector variable, while other vector variables are kept fixed.) We present several numerical examples that illustrate the computational performance of the new method in comparison to the alternating least square method.

Full work available at URL: https://arxiv.org/abs/1112.5914

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zbMATH Keywords

alternating least squaresnumerical examplessingular value decompositionalgorithmtensorsrank one approximation

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Vector spaces, linear dependence, rank, lineability (15A03)

Cites Work

• Matrix Analysis
• Tensor Decompositions and Applications
• A Multilinear Singular Value Decomposition
• On the Best Rank-1 and Rank-(R₁ ,R₂ ,. . .,R_N) Approximation of Higher-Order Tensors
• The number of eigenvalues of a tensor
• Matrix iterative analysis
• Principal component analysis of three-mode data by means of alternating least squares algorithms
• Best rank one approximation of real symmetric tensors can be chosen symmetric
• The number of singular vector tuples and uniqueness of best rank-one approximation of tensors
• Rank-one approximation to high order tensors

Cited In (22)

• Algorithms for structure preserving best rank-one approximations of partially symmetric tensors
• Further results for \(Z\)-eigenvalue localization theorem for higher-order tensors and their applications
• The Expected Number of Eigenvalues of a Real Gaussian Tensor
• Numerical Computation for Orthogonal Low-Rank Approximation of Tensors
• A Recursive Eigenspace Computation for the Canonical Polyadic Decomposition
• Guarantees for Existence of a Best Canonical Polyadic Approximation of a Noisy Low-Rank Tensor
• On Best Low Rank Approximation of Positive Definite Tensors
• Relaxation of the rank-1 tensor approximation using different norms
• On Orthogonal Tensors and Best Rank-One Approximation Ratio
• Convergence analysis of an SVD-based algorithm for the best rank-1 tensor approximation
• SVD-based algorithms for tensor wheel decomposition
• Rank-one approximation of positive matrices based on methods of tropical mathematics
• Shifted eigenvalue decomposition method for computing C-eigenvalues of a piezoelectric-type tensor
• The spectral theory of tensors and its applications
• Approximation of high-dimensional rank one tensors
• Probabilistic bounds on best rank-1 approximation ratio
• Subtracting a best rank‐1 approximation from p × p × 2(p≥2) tensors
• SVD-Based Algorithms for the Best Rank-1 Approximation of a Symmetric Tensor
• Spherical optimization with complex variables for computing US-eigenpairs
• SOTT: Greedy Approximation of a Tensor as a Sum of Tensor Trains
• Spectral norm of a symmetric tensor and its computation
• On the Uniqueness and Perturbation to the Best Rank-One Approximation of a Tensor

Uses Software

• vmmlib
• GitHub

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