Incremental algorithms for truncated higher-order singular value decompositions

Chao Zeng, Michael K. Ng, Tai Xiang Jiang*

*Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

Abstract

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.

Original languageEnglish
Article number4
Number of pages28
JournalBIT Numerical Mathematics
Volume64
Issue number1
Early online date8 Jan 2024
DOIs
Publication statusE-pub ahead of print - 8 Jan 2024

Scopus Subject Areas

  • Software
  • Computer Networks and Communications
  • Computational Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Incremental algorithm
  • SVD updating
  • Truncated higher-order singular value decomposition

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