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tensorEVD (version 0.1.4)

A Fast Algorithm to Factorize High-Dimensional Tensor Product Matrices

Description

Here we provide tools for the computation and factorization of high-dimensional tensor products that are formed by smaller matrices. The methods are based on properties of Kronecker products (Searle 1982, p. 265, ISBN-10: 0470009616). We evaluated this methodology by benchmark testing and illustrated its use in Gaussian Linear Models ('Lopez-Cruz et al., 2024') .

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install.packages('tensorEVD')

Monthly Downloads

217

Version

0.1.4

License

GPL-3

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Maintainer

Marco Lopez-Cruz

Last Published

September 3rd, 2024

Functions in tensorEVD (0.1.4)

Hadamard product

Hadamard product
Tensor EVD

Tensor EVD
Weighted sum

Weighted sum
Multivariate variance matrix

Multivariate variance matrix penalization
Kronecker product

Kronecker product