Tucker decomposition

In mathematics, Tucker decomposition decomposes a tensor into a set of matrices and one small core tensor. It is named after Ledyard R. Tucker[1] although it goes back to Hitchcock in 1927.[2] Initially described as a three-mode extension of factor analysis and principal component analysis it may actually be generalized to higher mode analysis.

It may be regarded as a more flexible PARAFAC (parallel factor analysis) model. In PARAFAC the core tensor is restricted to be "diagonal".

In practice, Tucker decomposition is used as a modelling tool. For instance, it is used to model three-way (or higher way) data by means of relatively small numbers of components for each of the three or more modes, and the components are linked to each other by a three- (or higher-) way core array. The model parameters are estimated in such a way that, given fixed numbers of components, the modelled data optimally resemble the actual data in the least squares sense. The model gives a summary of the information in the data, in the same way as Principal Components Analysis does for two-way data.

See also

References

  1. ↑ Ledyard R. Tucker (September 1966). "Some mathematical notes on three-mode factor analysis". Psychometrika. 31 (3): 279–311. doi:10.1007/BF02289464.
  2. ↑ F. L. Hitchcock (1927). "The expression of a tensor or a polyadic as a sum of products". Journal of Mathematics and Physics. 6: 164–189.
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