project.Fantope: Project onto the Fantope

In logisticPCA: Binary Dimensionality Reduction

Description

Project a symmetric matrix onto the convex set of the rank k Fantope

Usage

project.Fantope(x, k)

Arguments

x	a symmetric matrix
k	the rank of the Fantope desired

Value

H	a rank k Fantope matrix
U	a k-dimentional orthonormal matrix with the first k eigenvectors of H

logisticPCA documentation built on May 1, 2019, 10:12 p.m.