The Multi-Dimensional Decomposition with Constraints

arXiv1701.08544MaRDI QIDQ6282589FDOQ6282589

Publication date: 30 January 2017

Abstract: We search for the best fit in Frobenius norm of

A i n {m a t h b b C}^{m i m e s n}

by a matrix product

B C^{*}

, where

B i n {m a t h b b C}^{m i m e s r}

and

C i n {m a t h b b C}^{n i m e s r}

,

r l e m

so

B = b_{i j}

, (

i = 1, d o t s, m

,~

j = 1, d o t s, r

) definite by some unknown parameters

s i g m a_{1}, d o t s, s i g m a_{k}

,

k < < m r

and all partial derivatives of

d i s p l a y s t y l e f r a c d e l t a b_{i j} d e l t a s i g m a_{l}

are definite, bounded and can be computed analytically. We show that this problem transforms to a new minimization problem with only

k

unknowns, with analytical computation of gradient of minimized function by all

s i g m a

. The complexity of computation of gradient is only 4 times bigger than the complexity of computation of the function, and this new algorithm needs only

3 m r

additional memory. We apply this approach for solution of the three-way decomposition problem and obtain good results of convergence of Broyden algorithm.

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