Sparse SVD

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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

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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")