From multilinear SVD to multilinear UTV decomposition

نویسندگان

چکیده

Across a range of applications, low multilinear rank approximation (LMLRA) is used to compress large tensors into more compact form, while preserving most their information. A specific instance LMLRA the singular value decomposition (MLSVD), which can be for principal component analysis (MLPCA). MLSVDs are obtained by computing SVDs all tensor unfoldings, but, in practical it often not necessary compute full SVDs. In this article, we therefore propose new decomposition, called truncated UTV (TMLUTVD). This that also rank-revealing, yet less expensive than MLSVD (TMLSVD); even computed finite number steps. We present its properties an algorithm-independent manner. particular, derive bounds on accuracy function truncation level. Experiments illustrate good performance practice.

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ژورنال

عنوان ژورنال: Signal Processing

سال: 2022

ISSN: ['0165-1684', '1872-7557']

DOI: https://doi.org/10.1016/j.sigpro.2022.108575