Optimal orthogonal approximations to symmetric tensors cannot always be chosen symmetric

We study the problem of finding orthogonal low-rank approximations of symmetric tensors. In the case of matrices, the approximation is a truncated singular value decomposition which is then symmetric. Moreover, for rank-one approximations of tensors of any dimension, a classical result proven by Banach in 1938 shows that the optimal approximation can always be chosen to be symmetric. In contrast to these results, this article shows that the corresponding statement is no longer true for orthogonal approximations of higher rank. Specifically, for any of the four common notions of tensor orthogonality used in the literature, we show that optimal orthogonal approximations of rank greater than one cannot always be chosen to be symmetric.