Nov
19th
Mon
19th
Matlab code and efficient algorithms for BIG tensors
Peter released a technical report (available from arxiv) on the computation of the Tucker decomposition on large tensors: the Tucker decomposition is just a multidimensional generalization of the Singular Value Decomposition (SVD). The report includes a new algorithm designed by Peter which is more accurate than competing Matlab implementations, in the case where you have very large tensors (3 or 4 dimensional) and need external memory computations.
There exist incremental SVD…
