genpca_cov_gmd: GMD-based covariance GPCA (internal)

In genpca: Generalized Principal Component Analysis

GMD-based covariance GPCA (internal)

Description

Implements Allen et al.'s GMD approach for covariance matrices. Computes eigendecomposition of R^{1/2} C R^{1/2} and maps back.

Usage

genpca_cov_gmd(
  C,
  R = NULL,
  ncomp = NULL,
  rank_rtol = 1e-06,
  metric_rtol = .metric_rtol_default(),
  verbose = FALSE
)

genpca documentation built on Sept. 17, 2026, 1:09 a.m.