Nothing
FG <- function(X, weight=NULL, init=NULL, maxiter=100, eps=1e-06, na.action = na.fail)
{
X <- na.action(X)
dim.X <- dim(X)
if (length(dim.X)==2) type <- "Matrix"
if (length(dim.X)==3) type <- "Array"
if ((length(dim.X) %in% c(2,3))==FALSE) stop("'X' must have two or three dimensions")
if (type == "Array")
{
p <- dim.X[1]
K <- dim.X[3]
if (dim.X[1] != dim.X[2]) stop("'X' must be an array with dim of the form c(p,p,K)")
Xt <- aperm(X, c(1,3,2))
X <- matrix(Xt, ncol=p)
dim.X <- dim(X)
}
p <- dim.X[2]
K <- dim.X[1]/p
if (floor(K) != ceiling(K)) stop("'X' must be a matrix of k stacked pxp matrices")
if(is.null(weight)) weight <- rep(1,K)
if(is.null(init)) init <- diag(p)
B <- init
res <- .C("FG", as.double(as.vector(X)), as.double(as.vector(B)), as.integer(c(K,p,maxiter)), as.double(as.vector(weight)), as.double(eps), res=double(p^2+1),
PACKAGE="JADE")$res
if(res[p^2+1]==1) stop("try another orthogonal matrix as initial value")
iter <- res[p^2+1]
if (iter>maxiter) stop("maxiter reached without convergence")
V <- matrix(res[1:p^2],p,p)
D <- X
for(k in 1:K){
D[((k-1)*p+1):(k*p),] <- crossprod(V,crossprod(X[((k-1)*p+1):(k*p),],V))
}
if(type == "Array"){
D <- array(t(D),c(p,p,K))
}
V
list(V=V, D=D, iter=iter)
}
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