kappa: Compute condition number

In decorrelate: Decorrelation Projection Scalable to High Dimensional Data

Compute condition number

Description

Compute condition number of matrix from eclairs decomposition

Usage

## S4 method for signature 'eclairs'
kappa(z, lambda = NULL)

Arguments

z	eclairs() decomposition
lambda	specify lambda to override value from z

Value

condition number of the correlation matrix. If z is a covariance matrix, kappa is only computed for the correlation component

Examples

library(Rfast)

n <- 800 # number of samples
p <- 200 # number of features

# create correlation matrix
Sigma <- autocorr.mat(p, .9)

# draw data from correlation matrix Sigma
Y <- rmvnorm(n, rep(0, p), sigma = Sigma * 5.1, seed = 1)
rownames(Y) <- paste0("sample_", seq(n))
colnames(Y) <- paste0("gene_", seq(p))

# eclairs decomposition
ecl <- eclairs(Y, compute = "correlation")

# compute condition number
kappa(ecl)

decorrelate documentation built on Aug. 8, 2025, 7:55 p.m.