Has:
- sequential truncation [1]
- randomized svd [2]
Have a look at the notebook for examples.
[1] Vannieuwenhoven, Nick, Raf Vandebril, and Karl Meerbergen. "A new truncation strategy for the higher-order singular value decomposition." SIAM Journal on Scientific Computing 34.2 (2012): A1027-A1052.
[2] Halko, Nathan, Per-Gunnar Martinsson, and Joel A. Tropp. "Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions." SIAM review 53.2 (2011): 217-288.