Rank-One Approximation to High Order Tensors

  • Authors:
  • Tong Zhang;Gene H. Golub

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2001

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Abstract

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.