Hoff/simdata.r

In WenlanzZ/MKDim: Determine Signal Space Dimension

#source("svd.f.r")
##### generate simulated data
library(dimension)

for (seed in 10  +  10 * c(1:9)) {
  set.seed(seed)

  m <- 100
  n <- 100
  K0 <- 5
  phi0 <- 1
  mu0 <- sqrt(n + m + 2 * sqrt(n * m))
  U0 <- rnorm(m)
  U0 <- U0 / sqrt(sum(U0^2))
  V0 <- rnorm(n)
  V0 <- V0 / sqrt(sum(V0^2))

  for (j in 1:(n-1)) {
    u <- rnorm(m - j)
    u <- u / sqrt(sum(u^2))
    U0 <- cbind(U0, Null(U0) %*% u)
    v <- rnorm(n - j)
    v <- v / sqrt(sum(v^2))
    V0 <- cbind(V0, Null(V0) %*% v)
  }

  D0 <- diag (c(runif(K0, mu0 / 2, 3 *mu0 / 2), rep(0, n - K0)))
  M0 <-  U0 %*% D0 %*% t(V0)
  Y0 <- M0 + matrix(rnorm(m *n), m, n) * sqrt(1 / phi0)
  Y <- Y0

  ######
  ofname <- paste(m, ".", n, "/OUT", seed, sep = "")
  cat(seed, "\n")
  source("svd.r")
}