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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) (Trac #1510) #5312

Open numpy-gitbot opened 11 years ago

numpy-gitbot commented 11 years ago

Original ticket http://projects.scipy.org/numpy/ticket/1510 on 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

numpy-gitbot commented 11 years ago

Attachment added by trac user jiahao on 2010-06-11: hosvd.py

numpy-gitbot commented 11 years ago

trac user jiahao wrote on 2010-06-11

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