Abstract. The problem discussed in this paper is the symmetric best low multilinear rank approximation of third-order symmetric tensors. We propose an algorithm based on Jacobi rotations, for which symmetry is preserved at each iteration. Two numerical examples are provided indicating the need for such algorithms. An important part of the paper consists of proving that our algorithm converges to stationary points of the objective function. This can be considered an advantage of the proposed algorithm over existing symmetry-preserving algorithms in the literature.Key words. multilinear algebra, higher-order tensor, rank reduction, singular value decomposition, Jacobi rotation AMS subject classifications. 15A69, 65F99 DOI. 10.1137/11085743X1. Introduction. Higher-order tensors (three-way arrays) have been used as a tool in higher-order statistics [39,36,47,38] and independent component analysis (ICA) [13,14,19,9] for several decades. Other application areas include chemometrics, scientific computing, biomedical signal processing, image processing, and telecommunications. For an exhaustive list and references we refer to [46,34,32,8,12].Let us first consider the general low multilinear rank approximation of thirdorder tensors. The problem consists of finding the best approximation of a given tensor A ∈ R I1×I2×I3 , subject to a constraint on the multilinear rank of the approximation. The concept of multilinear rank was first introduced in [25,26] and is simply a generalization of the row and column rank of matrices to higher-order tensors. We define the problem more precisely in the next section.A closed-form solution of the best low multilinear rank approximation problem is not known. A generalization of the singular value decomposition (SVD) [23, sect. 2.5] called higher-order SVD (HOSVD) has been studied in [15]. A variation of this decomposition is know as the Tucker decomposition [49,50]. In general, truncation of the HOSVD leads to a good but not necessarily to the best low multilinear rank approximation. Recent iterative algorithms solving the problem include geometric Newton [21,29]