CP Decomposition - Calculating The CPD

Calculating The CPD

Alternating algorithms:

  • alternating least squares (ALS)
  • alternating slice-wise diagonalisation (ASD)

Algebraic algorithms:

  • simultaneous diagonalization (SD)
  • simultaneous generalized Schur decomposition (SGSD)

Optimization algorithms:

  • Levenberg–Marquardt (LM)
  • nonlinear conjugate gradient (NCG)
  • limited memory BFGS (L-BFGS)

Direct methods:

  • Direct multilinear decomposition (DMLD)

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