Canonical Polyadic decomposition with a Columnwise Orthonormal Factor Matrix

Mikael Sorensen 1 Lieven De Lathauwer 2, 3 Pierre Comon 4 Sylvie Icart 5 Luc Deneire 6
1 ESAT - Department of Electrical Engineering [Leuven]
2 Group Science, Engineering and Technology
3 ESAT - Electrical Engineering Department
4 GIPSA-CICS - CICS
GIPSA-DIS - Département Images et Signal
5 Laboratoire d'Informatique, Signaux, et Systèmes de Sophia-Antipolis (I3S) / Equipe SIGNAL
Laboratoire I3S - SIS - Signal, Images et Systèmes
6 Laboratoire d'Informatique, Signaux, et Systèmes de Sophia-Antipolis (I3S) / Equipe SIGNET
Laboratoire I3S - SIS - Signal, Images et Systèmes
Abstract : Canonical Polyadic Decomposition (CPD) of a higher-order tensor is an important tool in mathematical engineering. In many applications at least one of the matrix factors is constrained to be column-wise orthonormal. We first derive a relaxed condition that guarantees uniqueness of the CPD under this constraint. Second, we give a simple proof of the existence of the optimal low-rank approximation of a tensor in the case that a factor matrix is column-wise orthonormal. Third, we derive numerical algorithms for the computation of the constrained CPD. In particular, orthogonality-constrained versions of the CPD methods based on simultaneous matrix diagonalization and alternating least squares are presented. Numerical experiments are reported.
keyword : tensor polyadic canonical decomposition Candecomp parallel factor Parafac simultaneous matrix diagonalization alternating least squares orthogonality
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Article dans une revue
SIAM Journal on Matrix Analysis and Applications, Society for Industrial and Applied Mathematics, 2012, 33 (4), pp.1190-1213. 〈10.1137/110830034〉
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Mikael Sorensen, Lieven De Lathauwer, Pierre Comon, Sylvie Icart, Luc Deneire. Canonical Polyadic decomposition with a Columnwise Orthonormal Factor Matrix. SIAM Journal on Matrix Analysis and Applications, Society for Industrial and Applied Mathematics, 2012, 33 (4), pp.1190-1213. 〈10.1137/110830034〉. 〈hal-00781143〉

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