Published online by Cambridge University Press: 01 January 2025
The CANDECOMP/PARAFAC (CP) model decomposes a three-way array into a prespecified number of R factors and a residual array by minimizing the sum of squares of the latter. It is well known that an optimal solution for CP need not exist. We show that if an optimal CP solution does not exist, then any sequence of CP factors monotonically decreasing the CP criterion value to its infimum will exhibit the features of a so-called “degeneracy”. That is, the parameter matrices become nearly rank deficient and the Euclidean norm of some factors tends to infinity. We also show that the CP criterion function does attain its infimum if one of the parameter matrices is constrained to be column-wise orthonormal.
A. Stegeman is supported by the Dutch Organisation for Scientific Research (NWO), Veni grant 451-04-102.
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