Finding latent factors of the data using matrix factorizations is a tried-and-tested approach in data mining. But finding shared factors over multiple matrices is more novel prob...
Traditional tensor decompositions such as the CANDECOMP / PARAFAC (CP) and Tucker decompositions yield higher-order principal components that have been used to understand tensor d...
Rational Krylov is an extension of the Lanczos or Arnoldi eigenvalue algorithm where several shifts (matrix factorizations) are used in one run. It corresponds to multipoint moment...