Rank-one approximation to high order tensors

被引:313
|
作者
Zhang, T
Golub, GH
机构
[1] IBM Corp, Thomas J Watson Res Ctr, Yorktown Hts, NY 10598 USA
[2] Stanford Univ, Sci Comp & Computat Math Program, Stanford, CA 94305 USA
关键词
singular value decomposition; low-rank approximation; tensor decomposition;
D O I
10.1137/S0895479899352045
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The singular value decomposition (SVD) has been extensively used in engineering and statistical applications. This method was originally discovered by Eckart and Young in [Psychometrika, 1 (1936), pp. 211-218], where they considered the problem of low-rank approximation to a matrix. A natural generalization of the SVD is the problem of low-rank approximation to high order tensors, which we call the multidimensional SVD. In this paper, we investigate certain properties of this decomposition as well as numerical algorithms.
引用
收藏
页码:534 / 550
页数:17
相关论文
共 50 条