Performs the SSA decomposition.
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x |
SSA object holding the decomposition. |
neig |
number of desired eigentriples or 'NULL' for default value (minimum from 50 and trajectory space dimension). |
... |
additional arguments passed to SVD routines. |
force.continue |
logical, if TRUE then continuation of the decomposition is explicitly requested |
This is the main function which does the decomposition of the SSA
trajectory matrix. Depending on the SVD method selected in the
ssa
different SVD implementations are called. This
might be the ordinary full SVD routines or fast methods which exploit
the Hankel / Toeplitz / Hankel with Hankel blocks matrix structure and
allow the calculation of first few eigentriples.
Some SVD methods support continuation of the decomposition: if the 'ssa' object already holds some decomposition and more eigentriples are requested, then the decomposition continues using the current values as a starting point reducing the computation time dramatically.
The SSA object.
Usually there is no need to call this function directly. Call to
ssa
does the decomposition in the end. Other functions
do the decomposition when necessary.
Rssa
for an overview of the package, as well as,
svd
, ssa
.
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