@ARTICLE{elsa09, author = {L. Eld\'en and B. Savas}, title = {A {Newton--Grassmann} method for computing the Best Multi-Linear Rank-(${r}_1,r_2,r_3$) Approximation of a Tensor}, journal = {SIAM J. Matrix Anal. Appl.}, year = {2009}, volume = {31}, pages = {248-271}, abstract = {We derive a Newton method for computing the best rank-$(r_1,r_2,r_3)$ approximation of a given $J \x K \x L$ tensor $\cA$. The problem is formulated as an approximation problem on a product of Grassmann manifolds. Incorporating the manifold structure into Newton's method ensures that all iterates generated by the algorithm are points on the Grassmann manifolds. We also introduce a consistent notation for matricizing a tensor, for contracted tensor products and some tensor-algebraic manipulations, which simplify the derivation of the Newton equations and enable straightforward algorithmic implementation. Experiments show a quadratic convergence rate for the Newton-Grassmann algorithm.}, file = {elsa09.pdf:elsa09.pdf:PDF} }