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Globally convergent Jacobi-type algorithms for simultaneous orthogonal symmetric tensor diagonalization (1702.03750v2)
Published 13 Feb 2017 in math.NA, cs.IT, math.IT, and math.OC
Abstract: In this paper, we consider a family of Jacobi-type algorithms for simultaneous orthogonal diagonalization problem of symmetric tensors. For the Jacobi-based algorithm of [SIAM J. Matrix Anal. Appl., 2(34):651--672, 2013], we prove its global convergence for simultaneous orthogonal diagonalization of symmetric matrices and 3rd-order tensors. We also propose a new Jacobi-based algorithm in the general setting and prove its global convergence for sufficiently smooth functions.
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