polar | R Documentation |
Perform the polar decomposition of an n x p (n > p) matrix x
into two parts: u
and h
,
where u
is an n x p unitary matrix with orthogonal columns (i.e. crossprod(u)
is the identity matrix),
and h
is a p x p positive-semidefinite Hermitian matrix.
The function returns the u
matrix.
This is a helper function of prs()
.
polar(x)
x |
a |
a matrix
of the unitary part of the polar decomposition.
Chen, F. and Rohe, K. (2020) "A New Basis for Sparse Principal Component Analysis."
x <- matrix(1:6, nrow = 3)
polar_x <- polar(x)
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