论文标题

通过广义Schur分解的规范多核分解

Canonical Polyadic Decomposition via the generalized Schur decomposition

论文作者

Evert, Eric, Vandecappelle, Michiel, De Lathauwer, Lieven

论文摘要

规范多核分解(CPD)是一种基本张量分解,将张量表示为秩一个张量的总和。与矩阵案例形成鲜明对比的是,使用光假设,低等级张量的CPD(本质上)是唯一的。 CPD的基本唯一性使该分解成为许多应用程序中强大的工具,因为它允许从感兴趣的信号中提取组件信息。 CPD代数计算的一种流行算法是广义特征值分解(GEVD),该分解(GEVD)选择了张量的基质子笔,然后计算铅笔的广义特征向量。在本文中,我们提出了GEVD的简化,以提高算法的准确性。令人惊讶的是,GEVD中的广义特征向量计算实际上是不必要的,可以用QZ分解代替,该分解将一对矩阵作为单一和上三角矩阵的产物。计算QZ分解是计算通用特征向量时的标准第一步,因此我们的算法可以看作是GEVD的直接简化。

The canonical polyadic decomposition (CPD) is a fundamental tensor decomposition which expresses a tensor as a sum of rank one tensors. In stark contrast to the matrix case, with light assumptions, the CPD of a low rank tensor is (essentially) unique. The essential uniqueness of CPD makes this decomposition a powerful tool in many applications as it allows for extraction of component information from a signal of interest. One popular algorithm for algebraic computation of a CPD is the generalized eigenvalue decomposition (GEVD) which selects a matrix subpencil of a tensor, then computes the generalized eigenvectors of the pencil. In this article, we present a simplification of GEVD which improves the accuracy of the algorithm. Surprisingly, the generalized eigenvector computation in GEVD is in fact unnecessary and can be replaced by a QZ decomposition which factors a pair of matrices as a product of unitary and upper triangular matrices. Computing a QZ decomposition is a standard first step when computing generalized eigenvectors, so our algorithm can been seen as a direct simplification of GEVD.

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