Combined Deflation and Alternating Projections for Column-Wise Orthogonal Canonical Polyadic Tensor Decomposition
Résumé
The method of alternating projections is an efficient solution to a wide range of optimisation problems. Some important results on its local convergence motivate its usage in a number of applications. We propose an algorithm, combining deflation and alternating projections, to compute the column-wise orthogonal CP decomposition for three-way tensors. We present convergence results based on transversality and non-tangential concepts. To assess its performance, we draw numerical experiments for real and complex scenarios.
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