The Tucker decomposition expresses a tensor by a core tensor and a factor matrix
along each index (Kolda and Bader 2009). For an order- tensor, it has the form
where
denotes multiplication along index
. An exact decomposition uses equality. If
has size
, the core
has size
and
has size
.
Taking
gives compression and dimensionality reduction.
The factor matrices are often chosen to have columns that
form an orthonormal set. This makes the decomposition
a higher-order analog of principal component
analysis. Unlike the CANDECOMP/PARAFAC
decomposition, the core allows interactions among distinct components along different
indices.