project.Fantope: Project onto the Fantope

In andland/logisticPCA: Binary Dimensionality Reduction

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 quickly calculate the eigendecomposition when ncol(x) is large and k is small

Value

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

andland/logisticPCA documentation built on Sept. 13, 2020, 12:24 a.m.