hosvd_full: Higher-order SVD using same signed eigenvectors as matrix...
In dcgerard/hose: Higher-order spectral estimators

Description Usage Arguments Details Value Author(s) References

Calculates the left singular vectors of each matrix unfolding of an array, then calculates the core array. The resulting output is a Tucker decomposition.

1	hosvd_full(Y)

`Y`	An array of numerics.

Y is equal to atrans(S, U), up to numerical accuracy.

This function differs from the hosvd function in the package tensr only in (1) the sign conditions on the core array and (2) it will also return the mode-specific singular values.

De Lathauwer et. al. (2000).

U A list of matrices with orthonormal columns. Each matrix contains the mode-specific singular vectors of its mode.

D A list of vectors of numerics. The kth vector contains the mode-specific singular values of the kth matricization of Y

S An all-orthogonal array. This is the core array from the HOSVD.

David Gerard.

De Lathauwer, L., De Moor, B., & Vandewalle, J. (2000). A multilinear singular value decomposition. SIAM journal on Matrix Analysis and Applications, 21(4), 1253-1278.

dcgerard/hose documentation built on Aug. 1, 2019, 12:11 a.m.