A general algorithm for obtaining simple
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Claus A. Andersson; Rene Henrion
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Article
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1999
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Elsevier Science
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English
β 388 KB
Simplifying the structure of core arrays from N -way PCA or Tucker3 models is desirable to allow for easy interpretation of the factor estimates. In the present paper, ΓΏrst a general algorithm for maximizing a di erentiable goal function depending on a set of orthogonal matrices is formulated and th