randwhiten: randomized whitening function.

Description Usage Arguments Value Author(s) References Examples

View source: R/randsccan.R

Description

uses random matrix to whiten a matrix

Usage

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randwhiten(A, k, seed = NA)

Arguments

A

input matrix

k

rank to use

seed

for testing

Value

whitened matrix 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

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A <- matrix(rnorm(3000), ncol=50 )
k=10
Aw=randwhiten(A,k)
# (Aw) %*% t(Aw)

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