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arXiv · 1706.02132

Newton correction methods for computing real eigenpairs of symmetric tensors

Ariel Jaffe·Roi Weiss·Boaz Nadler
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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 to 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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Ariel Jaffe, Roi Weiss, Boaz Nadler. 2017-06-07. Newton correction methods for computing real eigenpairs of symmetric tensors. https://arxiv.org/abs/1706.02132

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