2022/02/23 by Evert, Eric, Vandecappelle, Michiel, De Lathauwer, Lieven
#15A22 #FOS: Mathematics #Numerical Analysis (math.NA) #Primary: 15A69
paper · doi:10.48550/arxiv.2202.11414
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.