The Higher-Order Singular Value Decomposition: Theory and an Application [Lecture Notes]

Tensor modeling and algorithms for computing various tensor decompositions (the Tucker/HOSVD and CP decompositions, as discussed here, most notably) constitute a very active research area in mathematics. Most of this research has been driven by applications. There is also much software available, including MATLAB toolboxes [4]. The objective of this lecture has been to provide an accessible introduction to state of the art in the field, written for a signal processing audience. We believe that there is good potential to find further applications of tensor modeling techniques in the signal processing field.