rsvd: Random SVD

In RBigData/pbdML: Programming with Big Data -- Machine Learning

Description

Random SVD

Usage

rsvd(x, k = 1, q = 3, retu = TRUE, retvt = TRUE)

Arguments

x	The input data matrix.
k	The number of singular values and/or left/right singular vectors to estimate.
q	An integer exponent, say 1, 2, or 3. See the paper for details.
retu	Logical; should the left singular vectors ("U") be returned?
retvt	Logical; should the transposed right singular vectors ("VT") be returned?

Value

A list cotaining the singular values, and, if requested, the left and/or right singular vectors.

Author(s)

George Ostrouchov and Drew Schmidt

References

Halko, Martinsson, and Tropp. 2011. Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions. SIAM Review 53 217-288.

Examples

## Not run: 
x <- matrix(rnorm(30), 10)

rsvd(x)

## End(Not run)

RBigData/pbdML documentation built on July 12, 2019, 6:12 p.m.