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Some additional results on principal components analysis of three-mode data by means of alternating least squares algorithms
Authors:Jos M. F. ten Berge  Jan de Leeuw  Pieter M. Kroonenberg
Affiliation:(1) University of Groningen, The Netherlands;(2) University of Leiden, The Netherlands;(3) Subfakulteit Psychologie, RU Groningen, Grote Markt 32, 9712 HV Groningen, The Netherlands
Abstract:Kroonenberg and de Leeuw (1980) have developed an alternating least-squares method TUCKALS-3 as a solution for Tucker's three-way principal components model. The present paper offers some additional features of their method. Starting from a reanalysis of Tucker's problem in terms of a rank-constrained regression problem, it is shown that the fitted sum of squares in TUCKALS-3 can be partitioned according to elements of each mode of the three-way data matrix. An upper bound to the total fitted sum of squares is derived. Finally, a special case of TUCKALS-3 is related to the Carroll/Harshman CANDECOMP/PARAFAC model.
Keywords:partitioning of least-squares fit  rank-constrained regression  Candecomp  Parafac
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