randwhiten: randomized whitening function.

View source: R/randsccan.R

randwhitenR Documentation

randomized whitening function.

Description

uses random matrix to whiten a matrix

Usage

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


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

stnava/ANTsR documentation built on April 16, 2024, 12:17 a.m.