blockSVD: SVD using an incremental SVD algorithm.

Description Usage Arguments Details Value Examples

Description

SVD using an incremental SVD algorithm.

Usage

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blockSVD(x, ncomponents = 2, parts = 2, method = "svd")

Arguments

x

a real nxp matrix

ncomponents

number of components to be computed. Default 2

parts

number of partitions of the matrix.

method

"svd" for complete svd, or "irlba" to compute only the first ncomponents.

Details

Singular values and left singular vectors of a real nxp matrix.

Value

a list of two components with the singular values and left singular vectors of the matrix

Examples

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(V <- (matrix(1:30, nrow=5, ncol=6)))
blockSVD(V,k=2)
all.equal(blockSVD(V,k=2, method="svd")$u, base::svd(V)$u)
all.equal(blockSVD(V,k=2, method="irlba")$u, base::svd(V)$u[,1:2])

isglobal-brge/svdParallel documentation built on June 26, 2019, 9:40 p.m.