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Symmetric tensor decomposition by an iterative eigendecomposition algorithm.

Authors :
Batselier, Kim
Wong, Ngai
Source :
Journal of Computational & Applied Mathematics. Dec2016, Vol. 308, p69-82. 14p.
Publication Year :
2016

Abstract

We present an iterative algorithm, called the symmetric tensor eigen-rank-one iterative decomposition (STEROID), for decomposing a symmetric tensor into a real linear combination of symmetric rank-1 unit-norm outer factors using only eigendecompositions and least-squares fitting. Originally designed for a symmetric tensor with an order being a power of two, STEROID is shown to be applicable to any order through an innovative tensor embedding technique. Numerical examples demonstrate the high efficiency and accuracy of the proposed scheme even for large scale problems. Furthermore, we show how STEROID readily solves a problem in nonlinear block-structured system identification and nonlinear state-space identification. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03770427
Volume :
308
Database :
Academic Search Index
Journal :
Journal of Computational & Applied Mathematics
Publication Type :
Academic Journal
Accession number :
116906844
Full Text :
https://doi.org/10.1016/j.cam.2016.05.024