Abstract
Real eigenpairs of symmetric tensors play an important role in multiple applications. In this paper we propose and analyze a fast iterative Newton-based method to compute real eigenpairs of symmetric tensors. We derive sufficient conditions for a real eigenpair to be a stable fixed point for our method and prove that given a sufficiently close initial guess, the convergence rate is quadratic. Empirically, our method converges to a significantly larger number of eigenpairs compared with previously proposed iterative methods, and with enough random initializations typically finds all real eigenpairs. In particular, for a generic symmetric tensor, the sufficient conditions for local convergence of our Newton-based method hold simultaneously for all its real eigenpairs.
| Original language | English |
|---|---|
| Pages (from-to) | 1071-1094 |
| Number of pages | 24 |
| Journal | SIAM Journal on Matrix Analysis and Applications |
| Volume | 39 |
| Issue number | 3 |
| DOIs | |
| State | Published - 2018 |
| Externally published | Yes |
Keywords
- Higher-order power method
- Newton correction method
- Newton-based methods
- Symmetric tensor
- Tensor eigenvalues
- Tensor eigenvectors