Key points are not available for this paper at this time.
The singular value decomposition (SVD) has been extensively used in engineering and statistical applications. This method was originally discovered by Eckart and Young in Psychometrika, 1 (1936), pp. 211--218, where they considered the problem of low-rank approximation to a matrix. A natural generalization of the SVD is the problem of low-rank approximation to high order tensors, which we call the multidimensional SVD. In this paper, we investigate certain properties of this decomposition as well as numerical algorithms.
Zhang et al. (2001) studied this question.