ssvd-package: Sparse SVD

Description Details Author(s) References Examples

Description

Obtain sparse SVD using fast iterative thresholding method, together with a fast initialization algorithm

Details

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

Author(s)

Dan Yang <dyang@stat.rutgers.edu>

References

A Sparse SVD Method for High-dimensional Data

Examples

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")

Example output

$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
  [9,] 0.0000000
 [10,] 0.0000000
 [11,] 0.0000000
 [12,] 0.0000000
 [13,] 0.0000000
 [14,] 0.0000000
 [15,] 0.0000000
 [16,] 0.0000000
 [17,] 0.0000000
 [18,] 0.0000000
 [19,] 0.0000000
 [20,] 0.0000000
 [21,] 0.0000000
 [22,] 0.0000000
 [23,] 0.0000000
 [24,] 0.0000000
 [25,] 0.0000000
 [26,] 0.0000000
 [27,] 0.0000000
 [28,] 0.0000000
 [29,] 0.0000000
 [30,] 0.0000000
 [31,] 0.0000000
 [32,] 0.0000000
 [33,] 0.0000000
 [34,] 0.0000000
 [35,] 0.0000000
 [36,] 0.0000000
 [37,] 0.0000000
 [38,] 0.0000000
 [39,] 0.0000000
 [40,] 0.0000000
 [41,] 0.0000000
 [42,] 0.0000000
 [43,] 0.0000000
 [44,] 0.0000000
 [45,] 0.0000000
 [46,] 0.0000000
 [47,] 0.0000000
 [48,] 0.0000000
 [49,] 0.0000000
 [50,] 0.0000000
 [51,] 0.0000000
 [52,] 0.0000000
 [53,] 0.0000000
 [54,] 0.0000000
 [55,] 0.0000000
 [56,] 0.0000000
 [57,] 0.0000000
 [58,] 0.0000000
 [59,] 0.0000000
 [60,] 0.0000000
 [61,] 0.0000000
 [62,] 0.0000000
 [63,] 0.0000000
 [64,] 0.0000000
 [65,] 0.0000000
 [66,] 0.0000000
 [67,] 0.0000000
 [68,] 0.0000000
 [69,] 0.0000000
 [70,] 0.0000000
 [71,] 0.0000000
 [72,] 0.0000000
 [73,] 0.0000000
 [74,] 0.0000000
 [75,] 0.0000000
 [76,] 0.0000000
 [77,] 0.0000000
 [78,] 0.0000000
 [79,] 0.0000000
 [80,] 0.0000000
 [81,] 0.0000000
 [82,] 0.0000000
 [83,] 0.0000000
 [84,] 0.0000000
 [85,] 0.0000000
 [86,] 0.0000000
 [87,] 0.0000000
 [88,] 0.0000000
 [89,] 0.0000000
 [90,] 0.0000000
 [91,] 0.0000000
 [92,] 0.0000000
 [93,] 0.0000000
 [94,] 0.0000000
 [95,] 0.0000000
 [96,] 0.0000000
 [97,] 0.0000000
 [98,] 0.0000000
 [99,] 0.0000000
[100,] 0.0000000
[101,] 0.0000000
[102,] 0.0000000
[103,] 0.0000000
[104,] 0.0000000
[105,] 0.0000000
[106,] 0.0000000
[107,] 0.0000000
[108,] 0.0000000
[109,] 0.0000000
[110,] 0.0000000
[111,] 0.0000000
[112,] 0.0000000
[113,] 0.0000000
[114,] 0.0000000
[115,] 0.0000000
[116,] 0.0000000
[117,] 0.0000000
[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
 [39,]    0
 [40,]    0
 [41,]    0
 [42,]    0
 [43,]    0
 [44,]    0
 [45,]    0
 [46,]    0
 [47,]    0
 [48,]    0
 [49,]    0
 [50,]    0
 [51,]    0
 [52,]    0
 [53,]    0
 [54,]    0
 [55,]    0
 [56,]    0
 [57,]    0
 [58,]    0
 [59,]    0
 [60,]    0
 [61,]    0
 [62,]    0
 [63,]    0
 [64,]    0
 [65,]    0
 [66,]    0
 [67,]    0
 [68,]    0
 [69,]    0
 [70,]    0
 [71,]    0
 [72,]    0
 [73,]    0
 [74,]    0
 [75,]    0
 [76,]    0
 [77,]    0
 [78,]    0
 [79,]    0
 [80,]    0
 [81,]    0
 [82,]    0
 [83,]    0
 [84,]    0
 [85,]    0
 [86,]    0
 [87,]    0
 [88,]    0
 [89,]    0
 [90,]    0
 [91,]    0
 [92,]    0
 [93,]    0
 [94,]    0
 [95,]    0
 [96,]    0
 [97,]    0
 [98,]    0
 [99,]    0
[100,]    0
[101,]    0
[102,]    0
[103,]    0
[104,]    0
[105,]    0
[106,]    0
[107,]    0
[108,]    0
[109,]    0
[110,]    0
[111,]    0
[112,]    0
[113,]    0
[114,]    0
[115,]    0
[116,]    0
[117,]    0
[118,]    0
[119,]    0
[120,]    0
[121,]    0
[122,]    0
[123,]    0
[124,]    0
[125,]    0
[126,]    0
[127,]    0
[128,]    0
[129,]    0
[130,]    0
[131,]    0
[132,]    0
[133,]    0
[134,]    0
[135,]    0
[136,]    0
[137,]    0
[138,]    0
[139,]    0
[140,]    0
[141,]    0
[142,]    0
[143,]    0
[144,]    0
[145,]    0
[146,]    0
[147,]    0
[148,]    0
[149,]    0
[150,]    0
[151,]    0
[152,]    0
[153,]    0
[154,]    0
[155,]    0
[156,]    0
[157,]    0
[158,]    0
[159,]    0
[160,]    0
[161,]    0
[162,]    0
[163,]    0
[164,]    0
[165,]    0
[166,]    0
[167,]    0
[168,]    0
[169,]    0
[170,]    0
[171,]    0
[172,]    0
[173,]    0
[174,]    0
[175,]    1
[176,]    0
[177,]    0
[178,]    0
[179,]    0
[180,]    0
[181,]    0
[182,]    0
[183,]    0
[184,]    0
[185,]    0
[186,]    0
[187,]    0
[188,]    0
[189,]    0
[190,]    0
[191,]    0
[192,]    0
[193,]    0
[194,]    0
[195,]    0
[196,]    0
[197,]    0
[198,]    0
[199,]    0
[200,]    0
[201,]    0
[202,]    0
[203,]    0
[204,]    0
[205,]    0
[206,]    0
[207,]    0
[208,]    0
[209,]    0
[210,]    0
[211,]    0
[212,]    0
[213,]    0
[214,]    0
[215,]    0
[216,]    0
[217,]    0
[218,]    0
[219,]    0
[220,]    0
[221,]    0
[222,]    0
[223,]    0
[224,]    0
[225,]    0
[226,]    0
[227,]    0
[228,]    0
[229,]    0
[230,]    0
[231,]    0
[232,]    0
[233,]    0
[234,]    0
[235,]    0
[236,]    0
[237,]    0
[238,]    0
[239,]    0
[240,]    0
[241,]    0
[242,]    0
[243,]    0
[244,]    0
[245,]    0
[246,]    0
[247,]    0
[248,]    0
[249,]    0
[250,]    0
[251,]    0
[252,]    0
[253,]    0
[254,]    0
[255,]    0
[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!

ssvd documentation built on May 1, 2019, 10:32 p.m.