Abstract
We derive a Grassmann-Rayleigh Quotient Iteration for the computation of the best rank-(R 1, R 2, R 3) approximation of higher-order tensors. We present some variants that allow for a very efficient estimation of the signal subspace in ICA schemes without prewhitening.
L. De Lathauwer holds a permanent research position with the French CNRS; he also holds a honorary position with the K.U.Leuven. L. Hoegaerts is a Ph.D. student supported by the Flemish Institute for the Promotion of Scientific and Technological Research in the Industry (IWT). J. Vandewalle is a Full Professor with the K.U.Leuven. Part of this research was supported by the Research Council K.U.Leuven (GOA-MEFISTO-666), the Flemish Government (F.W.O. project G.0240.99, F.W.O. Research Communities ICCoS and ANMMM, Tournesol project T2004.13) and the Belgian Federal Government (IUAP V-22).
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De Lathauwer, L., Hoegaerts, L., Vandewalle, J. (2004). A Grassmann-Rayleigh Quotient Iteration for Dimensionality Reduction in ICA. In: Puntonet, C.G., Prieto, A. (eds) Independent Component Analysis and Blind Signal Separation. ICA 2004. Lecture Notes in Computer Science, vol 3195. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30110-3_43
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DOI: https://doi.org/10.1007/978-3-540-30110-3_43
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