The Matlab files in the zipped folder below contain the implementation of the nonlinearly preconditioned NCG algorithm for CP tensor decomposition from reference [1] below (PNCG), and provide code to compare with other optimization methods, including standard NCG and LBFGS, ALS, and the nonlinearly preconditioned NGMRES method from [2]. (Note that some of the Matlab files in the zipped folder use functions from Sandia's Tensor and Poblano toolboxes, see the file README.txt.)

Matlab code

• PNCGCodeOnline_1.0.0.zip
• README.txt (README file from the zipped folder)

References

[1] Hans De Sterck and Manda Winlaw, "Nonlinearly Preconditioned Conjugate Gradient Algorithm for Rank-R Canonical Tensor Approximation", submitted, 2014. [arXiv link]

[2] Hans De Sterck, "A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition", SIAM J. Sci. Comput. 34, A1351-A1379, 2012. [pdf]