Best multilinear rank approximation of tensors with quasi-Newton methods on Grassmannians
نویسندگان
چکیده
In this report we present computational methods for the best multilinear rank approximation problem. We consider algorithms build on quasi-Newton methods operating on product of Grassmann manifolds. Specifically we test and compare methods based on BFGS and L-BFGS updates in local and global coordinates with the Newton-Grassmann and alternating least squares methods. The performance of the quasiNewton methods is in many cases much better than the other methods.
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