Trace maximization algorithm for the approximate tensor diagonalization
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Abstract: In this paper we develop a Jacobi-type algorithm for the approximate diagonalization of tensors of order via tensor trace maximization. For a general tensor this is an alternating least squares algorithm and the rotation matrices are chosen in each mode one-by-one to maximize the tensor trace. On the other hand, for symmetric tensors we discuss a structure-preserving variant of this algorithm where in each iteration the same rotation is applied in all modes. We show that both versions of the algorithm converge to the stationary points of the corresponding objective functions.
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Cites work
- A Jacobi-Type Method for Computing Orthogonal Tensor Decompositions
- A Multilinear Singular Value Decomposition
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- Canonical polyadic decomposition with a columnwise orthonormal factor matrix
- Convergence of a Jacobi-type method for the approximate orthogonal tensor diagonalization
- Globally convergent Jacobi-type algorithms for simultaneous orthogonal symmetric tensor diagonalization
- Jacobi algorithm for the best low multilinear rank approximation of symmetric tensors
- On approximate diagonalization of third order symmetric tensors by orthogonal transformations
- Tensor Decompositions and Applications
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