FindOpt_SM: Function that calculates the optimal low-rank signal matrix...

In justicesuker/DMMD_Package: Double Matched Matrix Decomposition

Function that calculates the optimal low-rank signal matrix given partial column space basis

Description

Function that calculates the optimal low-rank signal matrix given partial column space basis

Usage

FindOpt_SM(X, M, r)

Arguments

X	The noisy data matrix
M	The column space that the output signal matrix contains
r	The rank of output signal matrix

Details

The resulting matrix is the solution the following problem:

min_{Y}{||X - Y||^2_F}

subject to

M is a subset of column space of Y

Value

A matrix that is the solution to the optimization problem.

Examples

X = matrix(c(2,1,1,3,2,2),nrow = 3)
M = matrix(c(1,1,0),nrow = 3)
r = 2
FindOpt_SM(X,M,r)

justicesuker/DMMD_Package documentation built on Aug. 6, 2022, 12:34 p.m.