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MATHICSE Technical Report : Perturbation of higher-order singular values

Hackbusch, Wolfgang
•
Kressner, Daniel  
•
Uschmajew, André  
July 1, 2016

The higher-order singular values for a tensor of order d are defined as the singular values of the d different matricizations associated with the multilinear rank. When d≥3, the singular values are generally different for different matricizations but not completely independent. Characterizing the set of feasible singular values turns out to be difficult. In this work, we contribute to this question by investigating which first-order perturbations of the singular values for a given tensor are possible. We prove that, except for trivial restrictions, any perturbation of the singular values can be achieved for almost every tensor with identical mode sizes.This settles a conjecture from [Hackbusch and Uschmajew, 2016] for the case of identical mode sizes. Our theoretical results are used to develop and analyze a variant of the Newton method for constructing a tensor with specified higher-order singular values or, more generally, with specified Gramians for the matricizations. We establish local quadratic convergence and demonstrate the robust convergence behavior with numerical experiments.

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Type
working paper
DOI
10.5075/epfl-MATHICSE-271310
Author(s)
Hackbusch, Wolfgang
Kressner, Daniel  
Uschmajew, André  
Corporate authors
MATHICSE-Group
Date Issued

2016-07-01

Publisher

MATHICSE

Subjects

Tensors

•

Higher-order singular value decomposition

•

Newton method

Note

MATHICSE Technical Report Nr. 29 .2016 July 2016

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
October 14, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/162006
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