English

Newton correction methods for computing real eigenpairs of symmetric tensors

Numerical Analysis 2018-03-06 v2

Abstract

Real eigenpairs of symmetric tensors play an important role in multiple applications. In this paper we propose and analyze a fast iterative Newton-based method to compute real eigenpairs of symmetric tensors. We derive sufficient conditions for a real eigenpair to be a stable fixed point for our method, and prove that given a sufficiently close initial guess, the convergence rate is quadratic. Empirically, our method converges to a significantly larger number of eigenpairs compared to previously proposed iterative methods, and with enough random initializations typically finds all real eigenpairs. In particular, for a generic symmetric tensor, the sufficient conditions for local convergence of our Newton-based method hold simultaneously for all its real eigenpairs.

Keywords

Cite

@article{arxiv.1706.02132,
  title  = {Newton correction methods for computing real eigenpairs of symmetric tensors},
  author = {Ariel Jaffe and Roi Weiss and Boaz Nadler},
  journal= {arXiv preprint arXiv:1706.02132},
  year   = {2018}
}