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Nearly Low Rank Tensors and Their Approximations

Numerical Analysis 2014-12-24 v1

Abstract

The low rank tensor approximation problem (LRTAP) is to find a tensor whose rank is small and that is close to a given one. This paper studies the LRTAP when the tensor to be approximated is close to a low rank one. Both symmetric and nonsymmetric tensors are discussed. We propose a new approach for solving the LRTAP. It consists of three major stages: i) Find a set of linear relations that are approximately satisfied by the tensor; such linear relations can be expressed by polynomials and can be found by solving linear least squares. ii) Compute a set of points that are approximately common zeros of the obtained polynomials; they can be found by computing Schur decompositions. iii) Construct a low rank approximating tensor from the obtained points; this can be done by solving linear least squares. Our main conclusion is that if the given tensor is sufficiently close to a low rank one, then the computed tensor is a good enough low rank approximation. This approach can also be applied to efficiently compute low rank tensor decompositions, especially for large scale tensors.

Keywords

Cite

@article{arxiv.1412.7270,
  title  = {Nearly Low Rank Tensors and Their Approximations},
  author = {Jiawang Nie},
  journal= {arXiv preprint arXiv:1412.7270},
  year   = {2014}
}

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28 pages