We develop and study incremental algorithms for truncated higher-order singular value decompositions. By combining the SVD updating and different truncated higher-order singular value decompositions, two incremental algorithms are proposed. Not only the factor matrices but also the core tensor are updated in an incremental style. The costs of these algorithms are compared and the approximation errors are analyzed. Numerical results demonstrate that the proposed incremental algorithms have advantages in online computation.
Scopus Subject Areas
- Computer Networks and Communications
- Computational Mathematics
- Applied Mathematics
- Incremental algorithm
- SVD updating
- Truncated higher-order singular value decomposition