orthogonalizeTraceNorm: Orthogonalize matrices to minimize trace norm of their...
In zinbwave: Zero-Inflated Negative Binomial Model for RNA-Seq Data

Description Usage Arguments Value Examples

Given two matrices U and V that can be multiplied, this function finds two new matrices U2 and V2 such that their product is conserved (U*V = U2*V2) and such that a||U||^2 + b||V||^2 is minimized.

1	orthogonalizeTraceNorm(U, V, a = 1, b = 1)

`U`	left matrix
`V`	right matrix
`a`	weight of the norm of U (default=1)
`b`	weight of the norm of V (default=1)

A list with the two matrices that solve the problem in the slots U and V.

U <- matrix(rnorm(15),5,3)
V <- matrix(rnorm(12),3,4)
o <- orthogonalizeTraceNorm(U,V)
norm( U%*%V - o$U%*%o$V) # should be zero
sum(U^2)+sum(V^2)
sum(o$U^2)+sum(o$V^2) # should be smaller