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arXiv 1007.1267math.NAcs.NA
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移位幂方法计算张量特征对

Shifted Power Method for Computing Tensor Eigenpairs

Sandia National Laboratories(桑迪亚国家实验室)

Tamara G. Kolda, Jackson R. Mayo

AI总结:

本文提出一种移位对称高阶幂方法(SS-HOPM)用于计算实对称张量的特征对,该方法保证收敛到张量特征对,并可通过不动点分析刻画可找到的特征对。

摘要:

近年来,关于阶数 m ≥ 3 的张量特征值和特征向量的研究受到盲源分离、磁共振成像、分子构象等应用的推动。本文考虑计算形式为 Ax^{m-1} = λx 且满足 ||x||=1 的实对称张量特征对的方法,这与对称张量的最优秩1逼近密切相关。我们的贡献是提出了一种移位对称高阶幂方法(SS-HOPM),并证明该方法保证收敛到张量特征对。SS-HOPM 可视为矩阵幂迭代法或对称高阶幂方法的推广。此外,利用不动点分析,我们可以精确刻画哪些特征对可以通过该方法找到。文中给出了数值例子,包括将该方法扩展到寻找复特征对的例子。

英文摘要:

Recent work on eigenvalues and eigenvectors for tensors of order m >= 3 has been motivated by applications in blind source separation, magnetic resonance imaging, molecular conformation, and more. In this paper, we consider methods for computing real symmetric-tensor eigenpairs of the form Ax^{m-1} = λx subject to ||x||=1, which is closely related to optimal rank-1 approximation of a symmetric tensor. Our contribution is a shifted symmetric higher-order power method (SS-HOPM), which we show is guaranteed to converge to a tensor eigenpair. SS-HOPM can be viewed as a generalization of the power iteration method for matrices or of the symmetric higher-order power method. Additionally, using fixed point analysis, we can characterize exactly which eigenpairs can and cannot be found by the method. Numerical examples are presented, including examples from an extension of the method to finding complex eigenpairs.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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