Perturbation Theory and Optimality Conditions for the Best Multilinear Rank Approximation of a Tensor

  • Authors:
  • Lars Eldén;Berkant Savas

  • Affiliations:
  • laeld@math.liu.se;berkant.savas@liu.se

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2011

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Abstract

The problem of computing the best rank-$(p,q,r)$ approximation of a third order tensor is considered. First the problem is reformulated as a maximization problem on a product of three Grassmann manifolds. Then expressions for the gradient and the Hessian are derived in a local coordinate system at a stationary point, and conditions for a local maximum are given. A first order perturbation analysis is performed using the Grassmann manifold framework. The analysis is illustrated in a few examples, and it is shown that the perturbation theory for the singular value decomposition is a special case of the tensor theory.