Globally convergent Jacobi-type algorithms for simultaneous orthogonal symmetric tensor diagonalization

Abstract

In this paper, we consider a family of Jacobi-type algorithms for simultaneous orthogonal diagonalization problem of symmetric tensors. For the Jacobi-based algorithm of [SIAM J. Matrix Anal. Appl., 2(34):651--672, 2013], we prove its global convergence for simultaneous orthogonal diagonalization of symmetric matrices and 3rd-order tensors. We also propose a new Jacobi-based algorithm in the general setting and prove its global convergence for sufficiently smooth functions.