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NEWTON CORRECTION METHODS FOR COMPUTING REAL EIGENPAIRS OF SYMMETRIC TENSORS
Ariel Jaffe1, Roi Weiss1, Boaz Nadler1
1Department of Computer Science and Applied Mathematics, Weizmann Institute of Science, Rehovot 76100, Israel.
Abstract:
Real eigenpairs of symmetric tensors play an important role in multiple applications. In this paper we propose and analyze a fast iterative Newton-based method to compute real eigenpairs of symmetric tensors. We derive sufficient conditions for a real eigenpair to be a stable fixed point for our method and prove that given a sufficiently close initial guess, the convergence rate is quadratic. Empirically, our method converges to a significantly larger number of eigenpairs compared with previously proposed iterative methods, and with enough random initializations typically finds all real eigenpairs. In particular, for a generic symmetric tensor, the sufficient conditions for local convergence of our Newton-based method hold simultaneously for all its real eigenpairs.
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