Algorithm 6.

Pseudo-code for updating ${\mathbf{P}}^{\ne c}$ matrices without generating a long vector G.

Input: CP-format vector, F, with rank RF, matrix ${\mathbf{P}}^{\ne c}$

Output: matrix $\mathbf{P}$, where $P_{r^{\prime },r}=P_{r^{\prime },r}^{\ne c}\cdot P_{r^{\prime },r}^c$

For $m=1\dots T$:

For $l=1\dots R_{\psi }$:

$r^{\prime }\leftarrow \left(m-1\right)R_{\psi }+l$

${\mathbf{g}}^{\left(r^{\prime },c\right)}\leftarrow {\mathbf{h}}_{m,c}{\mathbf{f}}^{\left(l,c\right)}$

For $r=1\dots R_{\psi }$:

$P_{r^{\prime },r}\leftarrow P_{r^{\prime },r}^{\ne c}\cdot ⟨{\mathbf{g}}^{\left(r^{\prime },c\right)},{\mathbf{f}}^{\left(r,c\right)}⟩$

discard ${\mathbf{g}}^{\left(r^{\prime },c\right)}$