Tensor Decomposition via Joint Matrix Schur Decomposition
نویسندگان
چکیده
We describe an approach to tensor decomposition that involves extracting a set of observable matrices from the tensor and applying an approximate joint Schur decomposition on those matrices, and we establish the corresponding firstorder perturbation bounds. We develop a novel iterative Gauss-Newton algorithm for joint matrix Schur decomposition, which minimizes a nonconvex objective over the manifold of orthogonal matrices, and which is guaranteed to converge to a global optimum under certain conditions. We empirically demonstrate that our algorithm is faster and at least as accurate and robust than state-of-the-art algorithms for this problem.
منابع مشابه
Group Orbit Optimization: A Unified Approach to Data Normalization
In this paper we propose and study an optimization problem over a matrix group orbit that we call Group Orbit Optimization (GOO). We prove that GOO can be used to induce matrix decomposition techniques such as singular value decomposition (SVD), LU decomposition, QR decomposition, Schur decomposition and Cholesky decomposition, etc. This gives rise to a unified framework for matrix decompositio...
متن کاملCondition Estimation for Matrix Functions via the Schur Decomposition
We show how to cheaply estimate the Fr echet derivative and the condition number for a general class of matrix functions (the class includes the matrix sign function and functions that can be expressed as power series) via the Schur decomposition. In the case of the matrix sign function we also give a method to compute the Fr echet derivative exactly. We also show that often this general method...
متن کاملSolving Real Linear Systems with the Complex Schur Decomposition
If the complex Schur decomposition is used to solve a real linear system, then the computed solution generally has a complex component because of roundoff error. We show that the real part of the computed solution that is obtained in this way solves a nearby real linear system. Thus, it is “numerically safe” to obtain real solutions to real linear systems via the complex Schur decomposition. Th...
متن کاملDirect Schur Complement Method by Domain Decomposition Based on H-Matrix Approximation
The goal of this paper is the construction of a data-sparse approximation to the Schur complement on the interface corresponding to FEM and BEM approximations of an elliptic equation by domain decomposition. Using the hierarchical (H-matrix) formats we elaborate the approximate Schur complement inverse in an explicit form. The required cost O(NΓ log NΓ) is almost linear in NΓ – the number of de...
متن کاملFinding the polar decomposition of a matrix by an efficient iterative method
Theobjective in this paper to study and present a new iterative method possessing high convergence order for calculating the polar decompostion of a matrix. To do this, it is shown that the new scheme is convergent and has high convergence. The analytical results are upheld via numerical simulations and comparisons.
متن کامل