HOSCF: Efficient decoupling algorithms for finding the best rank-one approximation of higher-order tensors

Abstract: Best rank-one approximation is one of the most fundamental tasks in tensor computation. In order to fully exploit modern multi-core parallel computers, it is necessary to develop decoupling algorithms for computing the best rank-one approximation of higher-order tensors at large scales. In this paper, we first build a bridge between the rank-one approximation of tensors and the eigenvector-dependent nonlinear eigenvalue problem (NEPv), and then develop an efficient decoupling algorithm, namely the higher-order self-consistent field (HOSCF) algorithm, inspired by the famous self-consistent field (SCF) iteration frequently used in computational chemistry. The convergence theory of the HOSCF algorithm and an estimation of the convergence speed are further presented. In addition, we propose an improved HOSCF (iHOSCF) algorithm that incorporates the Rayleigh quotient iteration, which can significantly accelerate the convergence of HOSCF. Numerical experiments show that the proposed algorithms can efficiently converge to the best rank-one approximation of both synthetic and real-world tensors and can scale with high parallel scalability on a modern parallel computer.