A descent cautious BFGS method for computing US-eigenvalues of symmetric complex tensors (Q2307757)

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A descent cautious BFGS method for computing US-eigenvalues of symmetric complex tensors
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    A descent cautious BFGS method for computing US-eigenvalues of symmetric complex tensors (English)
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    25 March 2020
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    In this work a quasi-Newton method (a norm descent cautious BFGS method) for computing the US-eigenpairs of a symmetric complex tensor is presented. The global and superlinear convergence of this method are established. By the idea of embedding, a relation between U-eigenvalues of a general complex tensor and US-eigenvalues of its embedding tensor is established. The numerical results show that these methods are efficient in finding US-eigenvalues of a symmetric complex tensor and U-eigenvalues of a nonsymmetric complex tensor. The numerical results also show that the presented quasi-Newton method may find all the different Us-eigenvalues with high probability by running the algorithm at different random initial points many times.
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    BFGS method
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    US-eigenvalue
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    symmetric complex tensor
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    Wirtinger calculus
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