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Computing the generalized eigenvalues of weakly symmetric tensors

Author

Listed:
  • Na Zhao

    (Nankai University)

  • Qingzhi Yang

    (Nankai University)

  • Yajun Liu

    (Nankai University)

Abstract

Tensor is a hot topic in the past decade and eigenvalue problems of higher order tensors become more and more important in the numerical multilinear algebra. Several methods for finding the Z-eigenvalues and generalized eigenvalues of symmetric tensors have been given. However, the convergence of these methods when the tensor is not symmetric but weakly symmetric is not assured. In this paper, we give two convergent gradient projection methods for computing some generalized eigenvalues of weakly symmetric tensors. The gradient projection method with Armijo step-size rule (AGP) can be viewed as a modification of the GEAP method. The spectral gradient projection method which is born from the combination of the BB method with the gradient projection method is superior to the GEAP, AG and AGP methods. We also make comparisons among the four methods. Some competitive numerical results are reported at the end of this paper.

Suggested Citation

  • Na Zhao & Qingzhi Yang & Yajun Liu, 2017. "Computing the generalized eigenvalues of weakly symmetric tensors," Computational Optimization and Applications, Springer, vol. 66(2), pages 285-307, March.
  • Handle: RePEc:spr:coopap:v:66:y:2017:i:2:d:10.1007_s10589-016-9865-6
    DOI: 10.1007/s10589-016-9865-6
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    References listed on IDEAS

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    1. Birgin, Ernesto G. & Martínez, Jose Mario & Raydan, Marcos, 2014. "Spectral Projected Gradient Methods: Review and Perspectives," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 60(i03).
    2. Gaohang Yu & Zefeng Yu & Yi Xu & Yisheng Song & Yi Zhou, 2016. "An adaptive gradient method for computing generalized tensor eigenpairs," Computational Optimization and Applications, Springer, vol. 65(3), pages 781-797, December.
    3. Shenglong Hu & Guoyin Li & Liqun Qi & Yisheng Song, 2013. "Finding the Maximum Eigenvalue of Essentially Nonnegative Symmetric Tensors via Sum of Squares Programming," Journal of Optimization Theory and Applications, Springer, vol. 158(3), pages 717-738, September.
    4. Patrick L. Combettes & Jean-Christophe Pesquet, 2011. "Proximal Splitting Methods in Signal Processing," Springer Optimization and Its Applications, in: Heinz H. Bauschke & Regina S. Burachik & Patrick L. Combettes & Veit Elser & D. Russell Luke & Henry (ed.), Fixed-Point Algorithms for Inverse Problems in Science and Engineering, chapter 0, pages 185-212, Springer.
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