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thouis / numpy-trac-migration

numpy Trac to github issues migration
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Feature: higher order singular value decomposition (HOSVD) (migrated from Trac #1510) #3062

Open thouis opened 11 years ago

thouis commented 11 years ago

Original ticket http://projects.scipy.org/numpy/ticket/1510 Reported 2010-06-11 by trac user jiahao, assigned to atmention:pv.

Hi there,

I recently need to compute higher order singular value decompositions (HOSVDs) on some tensors. I coded up a quick and dirty implementation as described in the original paper and thought it might be a useful contribution to the numpy.linalg library. The code is attached and released to you under public domain.

If you do choose to incorporate the code, please note that:

1) the code is a direct implementation of the algorithm described in the original paper, and could probably be done more quickly and cleverly, 2) it has only been tested on the few examples in the original paper 3) there are some discrepancies up to overall signs in some columns of the left singular matrices.

cite: Lieven de Lathauwer, Bart de Moor, Joos Vandewalle, 'A multilinear singular value decomposition', SIAM J. Matrix Anal. Appl. 21 (4), 2000, 1253-1278

thouis commented 11 years ago

Attachment in Trac by trac user jiahao, 2010-06-11: hosvd.py

thouis commented 11 years ago

Comment in Trac by trac user jiahao, 2010-06-11

FWIW, development and test platform is Snow Leopard 10.6.3, system python 2.6.1, system numpy 1.2.1.