Trace norm regularization for the estimation of low-rank tensors

You can download Matlab scripts that reproduce the results in our technical report "On the extension of trace norm to tensors" from this page.

Instructions

1. Download the scripts, and extract them. You can also preview them before downloading.

2. Also download the N-way toolbox (for comparison).

3. Open Matlab and type

   >> test_compare;

   to get Figure 1,

   >> test_threshold;

   to get Figure 2.

Results

You should get something like this

Reference

• Nathan Halko, Per-Gunnar Martinsson, and Joel Tropp, Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions, arXiv:0909.4061 [math.NA; math.PR], 2009 (available at http://arxiv.org). We have included the implementation by Mark Tygert http://cims.nyu.edu/~tygert/software.html

• Rasmus Bro & Claus A. Andersson, The N-way toolbox for MATLAB, Chemometrics & Intelligent Laboratory Systems, vol. 52, no. 1, pp. 1–4, 2000