Newton Correction Methods for Computing Real Eigenpairs of Symmetric Tensors

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Publication:3176350

DOI10.1137/17M1133312zbMATH Open1415.65087arXiv1706.02132WikidataQ114074319 ScholiaQ114074319MaRDI QIDQ3176350FDOQ3176350

Boaz Nadler, Roi Weiss, Ariel Jaffe

Publication date: 20 July 2018

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Abstract: Real eigenpairs of symmetric tensors play an important role in multiple applications. In this paper we propose and analyze a fast iterative Newton-based method to compute real eigenpairs of symmetric tensors. We derive sufficient conditions for a real eigenpair to be a stable fixed point for our method, and prove that given a sufficiently close initial guess, the convergence rate is quadratic. Empirically, our method converges to a significantly larger number of eigenpairs compared to previously proposed iterative methods, and with enough random initializations typically finds all real eigenpairs. In particular, for a generic symmetric tensor, the sufficient conditions for local convergence of our Newton-based method hold simultaneously for all its real eigenpairs.


Full work available at URL: https://arxiv.org/abs/1706.02132





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