This pages gives you the Bayesian Probabilistic Tensor Factorization (BPTF) algorithm described in the following paper:
Liang Xiong, Xi Chen, Tzu-kuo Huang, Jeff Schneider, and Jaime Carbonell, Temporal Collaborative Filtering with Bayesian Probabilistic Tensor Factorization, SIAM Data Mining 2010 (SDM 10). [pdf]
As a gift/for comparison, the Probabilistic Matrix Factorization and Bayesian Probabilistic Matrix Factorization are also provided.
This demo of BPTF is written in Matlab with mex. To run it, you need Matlab, some CPP compiler that Matlab supports, and a fast machine. All you have to do is to downloaded the code, uncompress it, and run "demo.m".
In case you are interested in fast and parallel processing: the GraphLab contains an awesomely fast implementation of this algorithm. Check it out.
Here are some details you might be interested in:
Liang Xiong, 2010-11-15