Scikit-learn compatible python implementation of HO-GSVD
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README.rst

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sklhogsvd - Higher order generalized singular value decomposition

sklhogsvd is a scikit-learn compatible python package to perform higher order generalized singular value decomposition as described in [Ponnapalli2011] with an additional support for ensuring orthogonality in the "arraylet" space.

Demo notebook.

[Ponnapalli2011]Ponnapalli, S.P., Saunders, M.A., Van Loan, C.F., and Alter, O. (2011). A Higher-Order Generalized Singular Value Decomposition for Comparison of Global mRNA Expression from Multiple Organisms. PLoS ONE 6, e28072. https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0028072