An algebraic solution for the Candecomp/PARAFAC decomposition with circulant factors
Résumé
The Candecomp/PARAFAC decomposition (CPD) is an important mathematical tool used in several fields of application. Yet, its computation is usually performed with iterative methods which are subject to reaching local minima and to exhibiting slow convergence. In some practical contexts, the data tensors of interest admit decompositions constituted by matrix factors with particular structure. Often, such structure can be exploited for devising specialized algorithms with superior properties in comparison with general iterative methods. In this paper, we propose a novel approach for computing a CPD of a tensor whose factors are (possibly tall) circulant matrices. To this end, we exploit the algebraic structure of such tensor, showing that the elements of its frequency-domain counterpart satisfy homogeneous monomial equations in the eigenvalues of square circulant matrices associated with its factors, which we can therefore estimate by solving these equations. Then, we characterize the sets of solutions admitted by such equations under Kruskal's uniqueness condition. Simulation results are presented, validating our approach and showing that it can help avoiding typical disadvantages of iterative methods.
Origine : Fichiers produits par l'(les) auteur(s)