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Computation over Tensor Stiefel Manifold: A Preliminary Study (2204.05677v2)

Published 12 Apr 2022 in math.OC

Abstract: Let $$ denote the t-product between two third-order tensors. The purpose of this work is to study fundamental computation over the set $St(n,p,l):= {\mathcal Q\in \mathbb R{n\times p\times l} \mid \mathcal Q{\top} \mathcal Q = \mathcal I }$, where $\mathcal Q$ is a third-order tensor of size $n\times p \times l$ and $\mathcal I$ ($n\geq p$) is the identity tensor. It is first verified that $St(n,p,l)$ endowed with the usual Frobenius norm forms a Riemannian manifold, which is termed as the (third-order) \emph{tensor Stiefel manifold} in this work. We then derive the tangent space, Riemannian gradient, and Riemannian Hessian on $St(n,p,l)$. In addition, formulas of various retractions based on t-QR, t-polar decomposition, Cayley transform, and t-exponential, as well as vector transports, are presented. It is expected that analogous to their matrix counterparts, the formulas derived in this study may serve as building blocks for analyzing optimization problems over the tensor Stiefel manifold and designing Riemannian algorithms for them.

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