Algorithm 1.

Algorithm for minimizing ℓ(B₁, …, B_q).

Initialize Bjd ∈ IRpd × R as a random matrix, j = 1, …, q, d = 1, …, D.

repeat

for d = 1, …, D do

Update ${\mathit{\mu }}_d^{(t+1)}$, given ${\mathit{B}}_1^{(t)},\dots ,{\mathit{B}}_q^{(t)}$.

end for

for j = 1, …, q do

Update ${\mathit{B}}_j^{(t+1)}={\text{arg min}}_{{\mathit{B}}_j}\ell ({\mathit{B}}_1^{(t+1)},\dots ,{\mathit{B}}_{j-1}^{(t+1)},{\mathit{B}}_j,{\mathit{B}}_{j+1}^{(t)},\dots ,{\mathit{B}}_q^{(t)})$,

given ${\mathit{\mu }}_1^{(t+1)},\dots ,{\mathit{\mu }}_D^{(t+1)}$.

end for

until $\ell ({\mathit{B}}_1^{(t+1)},\dots ,{\mathit{B}}_q^{(t+1)})$ converges.