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hal-00591824, version 1

Iterative methods for the canonical decomposition of multi-way arrays: Application to blind underdetermined mixture identification

Ahmad Karfoul () 1, Laurent Albera (Auteur à contacter de préférence) 2, Lieven De Lathauwer () 34

Signal Processing 91, 8 (2011) 1789-1802

Résumé : Two main drawbacks can be stated in the alternating least square (ALS) algorithm used to fit the canonical decomposition (CAND) of multi-way arrays. First its slow convergence caused by the presence of collinearity between factors in the multi-way array it decomposes. Second its blindness to Hermitian symmetries of the considered arrays. Enhanced line search (ELS) scheme was found to be a good way to cope with the slow convergence of the ALS algorithm together with a partial use of the Hermitian symmetry. However, to our knowledge, required equations to perform the latter scheme are only given in the case of third and fifth order arrays. Therefore, our first contribution consists in generalizing the ELS procedure to the case of complex arrays of any order greater than three. Our second contribution is another improvement of the ALS scheme, able to profit from Hermitianity and positive semi-definiteness of the considered arrays. It consists in resorting to the CAND first of a third order array having one unitary loading matrix and second of several rank-1 arrays. An iterative algorithm is then proposed alternating between Procrustes problem solving and the computation of rank-one matrix approximations in order to achieve the CAND of the third order array.

  • 1 :  Faculty of Mechanical and Electrical Engineering
  • Al-Baath University
  • 2 :  Laboratoire Traitement du Signal et de l'Image (LTSI)
  • INSERM : U642 – Université de Rennes 1
  • 3 :  Group Science, Engineering and Technology
  • Katholieke Universiteit Leuven
  • 4 :  Electrical Engineering Department (ESAT)
  • Katholieke Universiteit Leuven
  • Domaine : Mathématiques/Analyse numérique
    Sciences de l'ingénieur/Traitement du signal et de l'image
    Informatique/Traitement du signal et de l'image
    Statistiques/Machine Learning
  • Mots-clés : Canonical decomposition (CAND) – Parallel factor analysis (PARAFAC) – Multi-way data analysis – Alternating least squares (ALS) – Hermitian multi-way arrays – Blind underdetermined mixture identification (BUMI)
  • Commentaire : 14 pages
 
  • hal-00591824, version 1
  • oai:hal.archives-ouvertes.fr:hal-00591824
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  • Soumis le : Vendredi 13 Mai 2011, 15:13:12
  • Dernière modification le : Vendredi 13 Mai 2011, 17:21:55