An Alternating Direction Method of Multipliers for Constrained Joint Diagonalization by Congruence

被引：0
|
作者：
Wang, Lu [1 ,2 ,4 ]
Albera, Laurent [1 ,2 ,3 ]
Senhadji, Lotti [1 ,2 ]
Pesquet, Jean-Christophe [5 ]
机构：
[1] INSERM, U1099, F-35000 Rennes, France
[2] Univ Rennes 1, LTSI, F-35000 Rennes, France
[3] Inria, Ctr Inria Rennes Bretagne Atlantique, F-35000 Rennes, France
[4] Guotai Junan Secur Co Ltd, Informat Technol Head Off, Shanghai 200120, Peoples R China
[5] Univ Paris Est, CNRS UMR 8049, Lab Informat Gaspard Monge, Marne La Vallee, France
来源：
2015 IEEE 6TH INTERNATIONAL WORKSHOP ON COMPUTATIONAL ADVANCES IN MULTI-SENSOR ADAPTIVE PROCESSING (CAMSAP) | 2015年
关键词：
LEAST-SQUARES;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
In this paper, we address the problem of joint diagonalization by congruence (i.e. the canonical polyadic decomposition of semi-symmetric 3rd order tensors) subject to arbitrary convex constraints. Sufficient conditions for the existence of a solution are given. An efficient algorithm based on the Alternating Direction Method of Multipliers (ADMM) is then designed. ADMM provides an elegant approach for handling the additional constraint terms, while taking advantage of the structure of the objective function. Numerical tests on simulated matrices show the benefits of the proposed method for low signal to noise ratios. Simulations in the context of nuclear magnetic resonance spectroscopy are also provided.
引用
收藏
页码：197 / 200
页数：4
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