Description Details Author(s) References Examples
Obtain sparse SVD using fast iterative thresholding method, together with a fast initialization algorithm
Package: | ssvd |
Type: | Package |
Version: | 1.0 |
Date: | 2013-09-25 |
License: | GPL (>= 2) |
There are three main functions of the package: ssvd, ssvd.initial, and ssvd.iter.thresh
Dan Yang <dyang@stat.rutgers.edu>
A Sparse SVD Method for High-dimensional Data
1 2 3 4 | ssvd(matrix(rnorm(2^15),2^7,2^8), method = "method")
ans.initial <- ssvd.initial(matrix(rnorm(2^15),2^7,2^8), method = "method")
ans.iter <- ssvd.iter.thresh(matrix(rnorm(2^15),2^7,2^8),
u.old=ans.initial$u, v.old= ans.initial$v, method = "method")
|
$u
[,1]
[1,] 0.0000000
[2,] 0.7836273
[3,] 0.0000000
[4,] 0.0000000
[5,] 0.0000000
[6,] 0.0000000
[7,] 0.0000000
[8,] 0.0000000
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[10,] 0.0000000
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[12,] 0.0000000
[13,] 0.0000000
[14,] 0.0000000
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[16,] 0.0000000
[17,] 0.0000000
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[19,] 0.0000000
[20,] 0.0000000
[21,] 0.0000000
[22,] 0.0000000
[23,] 0.0000000
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[49,] 0.0000000
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[61,] 0.0000000
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[70,] 0.0000000
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[72,] 0.0000000
[73,] 0.0000000
[74,] 0.0000000
[75,] 0.0000000
[76,] 0.0000000
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[80,] 0.0000000
[81,] 0.0000000
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[85,] 0.0000000
[86,] 0.0000000
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[95,] 0.0000000
[96,] 0.0000000
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[99,] 0.0000000
[100,] 0.0000000
[101,] 0.0000000
[102,] 0.0000000
[103,] 0.0000000
[104,] 0.0000000
[105,] 0.0000000
[106,] 0.0000000
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[114,] 0.0000000
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[116,] 0.0000000
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[118,] 0.0000000
[119,] 0.0000000
[120,] 0.0000000
[121,] 0.0000000
[122,] 0.0000000
[123,] 0.0000000
[124,] 0.0000000
[125,] 0.6212312
[126,] 0.0000000
[127,] 0.0000000
[128,] 0.0000000
$v
[,1]
[1,] 0
[2,] 0
[3,] 0
[4,] 0
[5,] 0
[6,] 0
[7,] 0
[8,] 0
[9,] 0
[10,] 0
[11,] 0
[12,] 0
[13,] 0
[14,] 0
[15,] 0
[16,] 0
[17,] 0
[18,] 0
[19,] 0
[20,] 0
[21,] 0
[22,] 0
[23,] 0
[24,] 0
[25,] 0
[26,] 0
[27,] 0
[28,] 0
[29,] 0
[30,] 0
[31,] 0
[32,] 0
[33,] 0
[34,] 0
[35,] 0
[36,] 0
[37,] 0
[38,] 0
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[40,] 0
[41,] 0
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[43,] 0
[44,] 0
[45,] 0
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[121,] 0
[122,] 0
[123,] 0
[124,] 0
[125,] 0
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[256,] 0
$d
[1] 3.379913
$niter
[1] 2
$sigma.hat
[1] 0.9976234
$dist.u
[1] 0
$dist.v
[1] 0
Warning messages:
1: In ssvd.initial(x, method = method, alpha.method = alpha.method, :
SSVD.initial: Number of selected rows less than rank!
2: In ssvd.initial(x, method = method, alpha.method = alpha.method, :
SSVD.initial: Number of selected cols less than rank!
3: In ssvd.iter.thresh(x, method = method, u.old = ans.initial$u, v.old = ans.initial$v, :
SSVD.iter.thresh: Overthresh: all zero!
Warning messages:
1: In ssvd.initial(matrix(rnorm(2^15), 2^7, 2^8), method = "method") :
SSVD.initial: Number of selected rows less than rank!
2: In ssvd.initial(matrix(rnorm(2^15), 2^7, 2^8), method = "method") :
SSVD.initial: Number of selected cols less than rank!
Warning message:
In ssvd.iter.thresh(matrix(rnorm(2^15), 2^7, 2^8), u.old = ans.initial$u, :
SSVD.iter.thresh: Overthresh: all zero!
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