Nothing
DDPCA_nonconvex <-
function(Sigma,K,max_iter_nonconvex = 15,SDD_approx = TRUE, max_iter_SDD = 20,eps = NA){
S = Sigma
for (i in 1:max_iter_nonconvex){
eig_object = eigs(Sigma,K)
if (K>1){
D = diag(eig_object$values)
} else {
D = eig_object$values
}
V = eig_object$vectors
L = V%*%D%*%t(V)
if (SDD_approx) {
A = ProjDD(Sigma - L)
A_sym = (A + t(A))/2
} else {
A_sym = ProjSDD(Sigma - L, max_iter_SDD,eps)
}
S = Sigma - A_sym
}
return(list(L=L,A=A_sym))
}
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