The N-way Toolbox for MATLAB

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Abstract

This communication describes a free toolbox for MATLAB® for analysis of multiway data. The toolbox is called “The N-way Toolbox for MATLAB” and is available on the internet at http://www.models.kvl.dk/source/. This communication is by no means an attempt to summarize or review the extensive work done in multiway data analysis but is intended solely for informing the reader of the existence, functionality, and applicability of the N-way Toolbox for MATLAB.

Introduction

The N-way Toolbox for MATLAB® is a freely available collection of functions and algorithms for modelling multiway data sets by a range of multilinear models. Several types of models are covered; canonical decomposition–parallel factor analysis (CANDECOMP–PARAFAC), multilinear partial least-squares regression (PLSR), generalised rank annihilation method (GRAM), direct trilinear decomposition (DTLD) and the class of Tucker models. When denoting missing observations by not-a-number (NaN), the algorithms apply expectation maximization to obtain the parameters that minimize the least-squares error term.

Selected types of optional constraints have been built into the least-squares error minimization algorithms for CANDECOMP–PARAFAC and Tucker models; nonnegativity, unimodality, and orthogonality. Different constraints may be set up for the different modes. In addition to these constraints, the structure of the Tucker models can be forced to allow only selected factor interactions. Furthermore, three methods for core simplification by orthogonal rotations have been implemented. Most of the algorithms in the toolbox can handle any number of modes (N≥2) in data.

The N-way Toolbox for MATLAB can be downloaded via internet from http://www.models.kvl.dk/source/. Two interactive internet courses accompany The N-way Toolbox for MATLAB, and they are freely available at http://www.models.kvl.dk/courses. Both the Tucker and the PARAFAC courses come with real and simulated multiway data sets and are intended for training in applying the models to different kinds of chemometric problems.

Section snippets

Requirements

The collection of functions, algorithms and helper-files are provided as MATLAB source files (m-files), with no requirements for any add-ins beyond the standard MATLAB installation. The toolbox has been developed under MATLAB 5.x, (MathWorks), but the functions have been designed for optimal MATLAB 4.2c compatibility. Multiway data tables require much memory by nature, typically suggesting somewhat more than 32 MB RAM under Microsoft Windows 9x/NT/2000. The computational requirements depend

Models and solution algorithms

The common types of multiway models are contained in the toolbox — in particular models that have found good applications in chemometrics. In the sequel, the implemented models are briefly presented and references to various applications are given.

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