I am looking for a C++ library that can do PARAFAC decomposition or Tucker3 decomposition. I need it to do an EEG signal analysis.
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I remember having coded an ALS (not for PARAFAC, but the problem solved was very close, and probably equivalent: in dimension 2 it boils down to SVD), and it was a pain in the *ss regarding convergence robustness. Good luck. – Alexandre C. Feb 15 '11 at 14:00