Shifted power method for computing tensor eigenpairs

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Publication:3225530

DOI10.1137/100801482zbMATH Open1247.65048arXiv1007.1267OpenAlexW2070028074MaRDI QIDQ3225530FDOQ3225530


Authors: Jackson R. Mayo, Tamara G. Kolda Edit this on Wikidata


Publication date: 21 March 2012

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

Abstract: Recent work on eigenvalues and eigenvectors for tensors of order m >= 3 has been motivated by applications in blind source separation, magnetic resonance imaging, molecular conformation, and more. In this paper, we consider methods for computing real symmetric-tensor eigenpairs of the form Ax^{m-1} = lambda x subject to ||x||=1, which is closely related to optimal rank-1 approximation of a symmetric tensor. Our contribution is a shifted symmetric higher-order power method (SS-HOPM), which we show is guaranteed to converge to a tensor eigenpair. SS-HOPM can be viewed as a generalization of the power iteration method for matrices or of the symmetric higher-order power method. Additionally, using fixed point analysis, we can characterize exactly which eigenpairs can and cannot be found by the method. Numerical examples are presented, including examples from an extension of the method to finding complex eigenpairs.


Full work available at URL: https://arxiv.org/abs/1007.1267




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