Riemannian Newton optimization methods for the symmetric tensor approximation problem

Abstract

The Symmetric Tensor Approximation problem (STA) consists of approximating a symmetric tensor or a homogeneous polynomial by a linear combination of symmetric rank-1 tensors or powers of linear forms of low symmetric rank. We present two new Riemannian Newton-type methods for low rank approximation of symmetric tensor with complex coefficients.The first method uses the parametrization of the set of tensors of rank at most r by weights and unit vectors. Exploiting the properties of the apolar product on homogeneous polynomials combined with efficient tools from complex optimization, we provide an explicit and tractable formulation of the Riemannian gradient and Hessian, leading to Newton iterations with local quadratic convergence. We prove that under some regularity conditions on non-defective tensors in the neighborhood of the initial point, the Newton iteration (completed with a trust-region scheme) is converging to a local minimum.The second method is a Riemannian Gauss–Newton method on the Cartesian product of Veronese manifolds. An explicit orthonormal basis of the tangent space of this Riemannian manifold is described. We deduce the Riemannian gradient and the Gauss–Newton approximation of the Riemannian Hessian. We present a new retraction operator on the Veronese manifold.We analyze the numerical behavior of these methods, with an initial point provided by Simultaneous Matrix Diagonalisation (SMD). Numerical experiments show the good numerical behavior of the two methods in different cases and in comparison with existing state-of-the-art methods.