Canonical polyadic decomposition with a columnwise orthonormal factor matrix

M Sørensen, LD Lathauwer, P Comon, S Icart… - SIAM Journal on Matrix …, 2012 - SIAM
SIAM Journal on Matrix Analysis and Applications, 2012SIAM
Canonical polyadic decomposition (CPD) of a higher-order tensor is an important tool in
mathematical engineering. In many applications at least one of the matrix factors is
constrained to be columnwise orthonormal. We first derive a relaxed condition that
guarantees uniqueness of the CPD under this constraint. Second, we give a simple proof of
the existence of the optimal low-rank approximation of a tensor in the case that a factor
matrix is columnwise orthonormal. Third, we derive numerical algorithms for the computation …
Canonical polyadic decomposition (CPD) of a higher-order tensor is an important tool in mathematical engineering. In many applications at least one of the matrix factors is constrained to be columnwise orthonormal. We first derive a relaxed condition that guarantees uniqueness of the CPD under this constraint. Second, we give a simple proof of the existence of the optimal low-rank approximation of a tensor in the case that a factor matrix is columnwise orthonormal. Third, we derive numerical algorithms for the computation of the constrained CPD. In particular, orthogonality-constrained versions of the CPD methods based on simultaneous matrix diagonalization and alternating least squares are presented. Numerical experiments are reported.
Society for Industrial and Applied Mathematics
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