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Canonical Polyadic Decomposition via the generalized Schur decomposition

Numerical Analysis 2022-02-24 v1 Numerical Analysis

Abstract

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.

Keywords

Cite

@article{arxiv.2202.11414,
  title  = {Canonical Polyadic Decomposition via the generalized Schur decomposition},
  author = {Eric Evert and Michiel Vandecappelle and Lieven De Lathauwer},
  journal= {arXiv preprint arXiv:2202.11414},
  year   = {2022}
}

Comments

5 pages

R2 v1 2026-06-24T09:50:54.371Z