A fast algorithm for the CP decomposition of large tensors

Abstract : The canonical polyadic decomposition is one of the most used tensor decomposition. However classical decomposition algorithms such as alternating least squares suffer from convergence problems and thus the decomposition of large ten-sors can be very time consuming. Recently it has been shown that the decomposition can be rewritten as a joint eigenvalue decomposition problem. In this paper we propose a fast joint eigenvalue decomposition algorithm then we show how it can benefit the canonical polyadic decomposition of large tensors.
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R. Andre, Xavier Luciani, Eric Moreau. A fast algorithm for the CP decomposition of large tensors. SIS2017 STATISTICS AND DATA SCIENCE: NEW CHALLENGES, NEW GENERATIONS, Jun 2017, Florence, Italy. ⟨hal-01862252⟩

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