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A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition

A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition

A new algorithm is presented for computing a canonical rank-$R$ tensor approximation that has minimal distance to a given tensor in the Frobenius norm, where the canonical rank-$R$ tensor consists of the sum of $R$ rank-one tensors. Each iteration of the method consists of three steps. In the first step, …