randsvd: randomized svd function.

In neuroconductor-devel/ANTsR: ANTs in R: Quantification Tools for Biomedical Images

Description

uses random matrix to estimate svd results

Usage

randsvd(A, k, seed = NA)

Arguments

A	input matrix
k	rank to use
seed	for testing

Value

randomized svd is output

Author(s)

Avants BB

References

N. Halko, P.G. Martinsson, J. Tropp "Finding structure with randomness: Stochastic algorithms for constructing approximate matrix decompositions" arXiv 0909.4061

Examples

A <- matrix(rnorm(3000), ncol=50 )
k=10
dr=randsvd(A,k)$d[1:k]
dt=svd(A)$d[1:k]
cor(dr,dt)

neuroconductor-devel/ANTsR documentation built on April 1, 2021, 1:02 p.m.