Parallelizable PARAFAC decomposition of 3-way tensors
Abstract
This paper introduces a new PARAFAC algorithm for a class
of third-order tensors. Particularly, the proposed algorithm is
based on subspace estimation and solving a non-symmetrical
joint diagonalization problem. To deal with large scale problem,
a procedure for overcoming scale and permutation ambiguities
is proposed in a parallel computing scheme leading
to a significant cost reduction of our method. Performance
comparison with some state-of-the-art algorithms produces
promising results.