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A Randomized Singular Value Decomposition for Third-Order Oriented Tensors

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Abstract

The oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product-based third-order tensor singular value decomposition with the transformation matrix being a factor matrix of the higher-order singular value decomposition. Continuing along this vein, this paper explores realizing the O-SVD efficiently by drawing a connection to the tensor-train rank-1 decomposition and gives a truncated O-SVD. Motivated by the success of probabilistic algorithms, we develop a randomized version of the O-SVD and present its detailed error analysis. The new algorithm has advantages in efficiency while keeping good accuracy compared with the current tensor decompositions. Our claims are supported by numerical experiments on several oriented tensors from real applications.

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Acknowledgements

We would like to acknowledge the handling editor and three anonymous referees for their useful comments and constructive suggestions which helped considerably to improve the quality of the paper. This work is supported by the National Natural Science Foundation of China (Nos. 12271108, 11801534), the Innovation Program of Shanghai Municipal Education Committee and the Fundamental Research Funds for the Central Universities (No. 202264006).

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Correspondence to Pengpeng Xie.

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Communicated by Liqun Qi.

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Ding, M., Wei, Y. & Xie, P. A Randomized Singular Value Decomposition for Third-Order Oriented Tensors. J Optim Theory Appl 197, 358–382 (2023). https://doi.org/10.1007/s10957-023-02177-5

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