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The best low-rank Tucker approximation of a tensor<br/><br/>

Monday, October 27, 2008 - 10:00am - 10:50am
EE/CS 3-180
Lars Eldén (Linköping University)
The problem of computing the best multilinear low-rank approximation of a tensor can be formulated as an opimization problem on a product of Grassmann manifolds (by multilinear low-rank approximation we understand an approximation in the sense of the Tucker model). In the Grassmann approach we want to find (bases of) subspaces that represent the low-rank approximation. We have recently derived a Newton algorithm for this problem, where a quadratic model on the tangent space of the manifold is used. From the Grassmann Hessian we derive conditions for a local optimum. We also discuss the sensitivity of the subspaces to perturbations of the tensor elements.
MSC Code: 
47A07
Keywords: