parBlockSVD: SVD using an incremental SVD algorithm.

Description Usage Arguments Details Value Examples

Description

SVD using an incremental SVD algorithm in parallel.

Usage

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parBlockSVD(x, ncomponents = 2, mc.cores = 2, method = "svd")

Arguments

x

a real nxp matrix

ncomponents

number of components to be computed. Default 2

mc.cores

number of partitions of the matrix, number of svd computed in parallel.

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.