GMD: Generalized Matrix Decomposition

View source: R/GMD.R

GMDR Documentation

Generalized Matrix Decomposition

Description

Computes the generalized matrix decomposition of a matrix X with respect to H and Q.

Usage

GMD(X, H, Q, K, fastGMD = TRUE)

Arguments

X

An n x p data matrix.

H

An n x n sample-wise similarity kernel.

Q

A p x p variable-wise similarity kernel.

K

The number of GMD components to include in the decomposition.

fastGMD

Logical, indicates whether to use the fastGMD implementation. This requires that H and Q are both positive definite.

Value

A list of matrices involved in the decomposition.

References

Wang et al. Technical report.


pknight24/KPR documentation built on Aug. 5, 2023, 7:01 a.m.