Local Convergence of the Alternating Least Squares Algorithm for Canonical Tensor Approximation
نویسنده
چکیده
A local convergence theorem for calculating canonical low-rank tensor approximations (PARAFAC, CANDECOMP) by the alternating least squares algorithm is established. The main assumption is that the Hessian matrix of the problem is positive definite modulo the scaling indeterminacy. A discussion, whether this is realistic, and numerical illustrations are included. Also regularization is addressed.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 33 شماره
صفحات -
تاریخ انتشار 2012