Fast adaptive PARAFAC decomposition algorithm with linear complexity

Abstract : We present a fast adaptive PARAFAC decomposition algorithm with low computational complexity. The proposed algorithm generalizes the Orthonormal Projection Approximation Subspace Tracking (OPAST) approach for tracking a class of third-order tensors which have one dimension grow- ing with time. It has linear complexity, good convergence rate and good estimation accuracy. To deal with large-scale problems, a parallel implementation can be applied to reduce both computational complexity and storage. We illustrate the effectiveness of our algorithm in comparison with the state-of-the-art algorithms through simulation experiments.
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Communication dans un congrès
International Conference on Acoustics, Speech and Signal Processing (ICASSP 2016), Mar 2016, Shanghai, China
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https://hal.inria.fr/hal-01306461
Contributeur : Viet-Dung Nguyen <>
Soumis le : vendredi 5 août 2016 - 10:32:02
Dernière modification le : lundi 16 juillet 2018 - 16:00:45

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  • HAL Id : hal-01306461, version 1

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Viet-Dung Nguyen, Karim Abed-Meraim, Linh-Trung Nguyen. Fast adaptive PARAFAC decomposition algorithm with linear complexity. International Conference on Acoustics, Speech and Signal Processing (ICASSP 2016), Mar 2016, Shanghai, China. 〈hal-01306461〉

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