低秩正交张量逼近的顺序展开奇异值分解

J. Salmi, A. Richter, V. Koivunen
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引用次数: 7

摘要

本文对N向张量分解领域做出了贡献,这一领域在各种信号处理应用中越来越受欢迎。提出了一种新的PARATREE分解结构,并结合序列展开奇异值分解(SUSVD)算法。SUSVD在展开张量上依次应用矩阵SVD,该张量由前一模态SVD的右侧基向量重构。随后的PARATREE模型与众所周知的PARAFAC张量分解有关,将张量描述为1阶张量的和。PARATREE是一种用于正交低秩近似的有效模型,由于分层树结构,在算法实现中提供了显着的计算节省。通过在宽带MIMO测量中测量噪声抑制的应用,说明了该算法的性能。
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Sequential unfolding SVD for low rank orthogonal tensor approximation
This paper contributes to the field of N-way (N ges 3) tensor decompositions, which are increasingly popular in various signal processing applications. A novel PARATREE decomposition structure is introduced, accompanied with sequential unfolding SVD (SUSVD) algorithm. SUSVD applies a matrix SVD sequentially on the unfolded tensor, which is reshaped from the right hand basis vectors of the SVD of the previous mode. The consequent PARATREE model is related to the well known family of PARAFAC tensor decompositions, describing a tensor as a sum of rank-1 tensors. PARATREE is an efficient model to be used for orthogonal lower rank approximations, offering significant computational savings in algorithm implementations due to a hierarchical tree structure. The performance of the proposed algorithm is illustrated through an application of measurement noise suppression in wideband MIMO measurements.
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