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.
翻译:Canonical 聚变分解(CPD)是一种基本的分解分解法,它代表一个分母,以一分之和表示一个分母。与矩阵的情况形成鲜明对比,在光度假设下,低等级分解的CPD是(基本上)独特的。由于CPD的基本独特性,这种分解在许多应用中是一种强大的工具,因为它允许从感兴趣的信号中提取成分信息。CPD的代数计算中,一种流行的代数算法是通用电子值分解法(GEVD),它选择一个高压分解器的矩阵子,然后对铅笔的通用分解器进行计算。在本篇文章中,我们介绍了一种简化GEVD的方法,从而提高了算法的准确性。令人惊讶的是,GEVD的通用类分解计算实际上没有必要,可以被“分解法”所取代,这种分解法将一对口基质作为统一的和上层三角矩阵的产物。计算一个分解法是计算通用的分解法学标准的第一步,因此我们可以直接看到G类的简化。