project.Fantope: Project onto the Fantope

In andland/generalizedPCA: Generalized PCA

Description

Project a symmetric matrix onto the convex set of the rank k Fantope

Usage

project.Fantope(x, k, partial_decomp = FALSE)

Arguments

x	a symmetric matrix
k	the rank of the Fantope desired
partial_decomp	logical; if TRUE, the function uses the RSpectra package to more quickly calculate the eigen-decomposition. When the number of columns is small, the approximation may be less accurate and slower

Value

H	a rank k Fantope matrix
U	a k-dimentional orthonormal matrix with the first k eigenvectors of H

andland/generalizedPCA documentation built on May 12, 2019, 2:42 a.m.