Fast adaptive PARAFAC decomposition algorithm with linear complexity

• Main Authors: Nguyen, Viet Dung, Karim, Abed-Meraim, Nguyen, Linh Trung
• Format: Article
• Language: English
• Published: ĐHCN 2016
• Subjects: PARAFAC; Linear complexity
• Online Access: http://repository.vnu.edu.vn/handle/VNU_123/13033
• Institution: Vietnam National University, Hanoi

We present a fast adaptive PARAFAC decomposition algorithm with low computational complexity. The proposed algorithm generalizes the Orthonormal Projection Approximation Subspace Tracking (OPAST) approach for tracking a class of third-order tensors which have one dimension growing with time. It has linear complexity, good convergence rate and good estimation accuracy. To deal with large-scale problems, a parallel implementation can be applied to reduce both computational complexity and storage. We illustrate the effectiveness of our algorithm in comparison with the state-of-the-art algorithms through simulation experiments.