INDAFAC and PARAFAC3W

INDAFAC (INcomplete DAta paraFAC): a sparse implementation of the Levenberg Marquadt algorithm for the PARAFAC model and a multi-way incomplete data generator for Matlab.
CreaMiss.m: create synthetic multi‑way arrays with desired size, rank, order, level of homoscedastic or heteroscedastic noise, collinearity between underlying factors, fraction and pattern of missing values. (see help text inside routines for more information.)

Giorgio Tomasi and Rasmus Bro
PARAFAC and missing values
Chemometrics and Intelligent Laboratory Systems 75(2004)163-180

 

PARAFAC3W: a collection of MATLAB algorithms (Levenberg-Marquadt, ALS, SWATLD and PMF3, all with and without compression) to fit a PARAFAC model to three-way arrays. (see help text inside routines for more information.)
 

Giorgio Tomasi and Rasmus Bro
A comparison of algorithms for fitting the PARAFAC model
Computational statistics & data analysis,2006, 50, 1700-1734

 

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