An Efficient Algorithm for PARAFAC of Three-Way Data with Large Numbers of Observation Units

Abstract

The CANDECOMP algorithm for the PARAFAC analysis of n × m × p three-way arrays is adapted to handle arrays in which n > mp more efficiently. For such arrays, the adapted algorithm needs less memory space to store the data during the iterations, and uses less computation time than the original CANDECOMP algorithm. The size of the arrays that can be handled by the new algorithm is in no way limited by the number of observation units ( n ) in the data.