Lecture 6. The Tucker Representation - Gene Golub SIAM Summer ...
Lecture 6. The Tucker Representation - Gene Golub SIAM Summer ...
Lecture 6. The Tucker Representation - Gene Golub SIAM Summer ...
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Alternating Least Squares Framework<br />
A Sequence of Three Linear Problems...<br />
UT 3 ⊗ UT 2 ⊗ UT <br />
1 · vec(A) <br />
=<br />
U T 1 · A (1) · (U3 ⊗ U2) F<br />
=<br />
U T 2 · A (2) · (U3 ⊗ U1) F<br />
=<br />
U T 3 · A (3) · (U2 ⊗ U1) F<br />
⇐ 1. Fix U2 and U3 and<br />
maximize with U1.<br />
⇐ 2. Fix U1 and U3 and<br />
maximize with U2.<br />
⇐ 3. Fix U1 and U2 and<br />
maximize with U3.<br />
<strong>The</strong>se max problems are SVD problems...<br />
⊗ Transition to Computational Multilinear Algebra ⊗ <strong>Lecture</strong> <strong>6.</strong> <strong>The</strong> <strong>Tucker</strong> <strong>Representation</strong>