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On best rank one approximation of tensors


Friedland, Shmuel; Mehrmann, Volker; Pajarola, Renato; Suter, Susanne K (2013). On best rank one approximation of tensors. Numerical Linear Algebra with Applications, 20(6):942-955.

Abstract

Today, compact and reduced data representations using low rank data approximation are common to represent high-dimensional data sets in many application areas as for example genomics, multimedia, quantum chemistry, social networks or visualization. In order to produce such low rank data representations, the input data is typically approximated by so-called alternating least squares (ALS) algorithms. However, not all of these ALS algorithms are guaranteed to converge. To address this issue, 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.

Abstract

Today, compact and reduced data representations using low rank data approximation are common to represent high-dimensional data sets in many application areas as for example genomics, multimedia, quantum chemistry, social networks or visualization. In order to produce such low rank data representations, the input data is typically approximated by so-called alternating least squares (ALS) algorithms. However, not all of these ALS algorithms are guaranteed to converge. To address this issue, 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.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Informatics
Dewey Decimal Classification:000 Computer science, knowledge & systems
Language:English
Date:2013
Deposited On:27 Dec 2013 13:40
Last Modified:05 Apr 2016 17:17
Publisher:Wiley-Blackwell
ISSN:1070-5325
Publisher DOI:https://doi.org/10.1002/nla.1878
Other Identification Number:merlin-id:8419

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