Linked PARAFAC/CP Tensor Decomposition and Its Fast Implementation for Multi-block Tensor Analysis

In this paper we propose a new flexible group tensor analysis model called the linked CP tensor decomposition (LCPTD). The LCPTD method can decompose given multiple tensors into common factor matrices, individual factor matrices, and core tensors, simultaneously. We applied the Hierarchical Alternating Least Squares (HALS) algorithm to the LCPTD model; besides we impose additional constraints to obtain sparse and nonnegative factors. Furthermore, we conducted some experiments of this model to demonstrate its advantages over existing models.

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