R/d_SVD.R

In egenn/rtemis: Machine Learning and Visualization

# d_SVD.R
# ::rtemis::
# 2015 E.D. Gennatas www.lambdamd.org

#' Singular Value Decomposition
#'
#' Perform SVD decomposition using `base::svd`
#'
#' Same solution as [d_PCA]
#'
#' @param x Input matrix
#' @param x.test Optional test set matrix. Will be projected on to SVD bases
#' @param k Integer: Number of right singular vectors to compute (`svd`'s `nv`)
#' @param nu Integer: Number of left singular vectors to compute
#' @param scale Logical: If TRUE, scale input data before doing SVD. Default = TRUE
#' @param center Logical: If TRUE, also center input data if `scale` is `TRUE`. Default = TRUE
#' @param verbose Logical: If TRUE, print messages to screen. Default = TRUE
#' @param ... Additional parameters to be passed to `svd`
#' @return `rtDecom` object
#' @author E.D. Gennatas
#' @family Decomposition
#' @export

d_SVD <- function(x,
                  x.test = NULL,
                  k = 2, # nv
                  nu = 0,
                  scale = TRUE,
                  center = TRUE,
                  verbose = TRUE, ...) {

  # Intro ----
  start.time <- intro(verbose = verbose)
  decom.name <- "SVD"

  # Data ----
  x <- as.data.frame(x)
  n <- NROW(x)
  p <- NCOL(x)
  if (verbose) {
    msg2("||| Input has dimensions ", n, " rows by ", p, " columns,", sep = "")
    msg2("    interpreted as", n, "cases with", p, "features.")
  }
  if (is.null(colnames(x))) colnames(x) <- paste0("Feature_", seq_len(NCOL(x)))
  xnames <- colnames(x)
  if (!is.null(x.test)) colnames(x.test) <- xnames
  if (scale) {
    x <- scale(x, center = center)
    if (!is.null(x.test)) x.test <- scale(x.test, center = center)
  }

  # SVD ----
  if (verbose) msg2("Performing Singular Value Decomposition...")
  decom <- svd(x, nu = nu, nv = k, ...)
  rotation <- decom$v # same as prcomp's rotation output if nu = k = NCOL(x)
  row.names(rotation) <- xnames
  colnames(rotation) <- paste0("PC.", 1:k)

  # Projections ----
  projections.train <- data.matrix(x) %*% rotation
  projections.test <- NULL
  if (!is.null(x.test)) projections.test <- data.matrix(x.test) %*% rotation

  # Outro ----
  extra <- list(rotation = rotation)
  rt <- rtDecom$new(decom.name = decom.name,
                    decom = decom,
                    xnames = xnames,
                    projections.train = projections.train,
                    projections.test = projections.test,
                    parameters = list(k = k,
                                      nu = nu,
                                      scale = scale,
                                      center = center),
                    extra = extra)
  outro(start.time, verbose = verbose)
  rt

} # rtemis::d_SVD