csvd: Constrained SVD of a matrix (wrapper of c++ functions).

Description Usage Arguments Value Examples

View source: R/csvd.R

Description

Constrained SVD of a matrix (wrapper of c++ functions).

Usage

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csvd(X, R = 2, au = rep(1.4, R), av = rep(1.4, R),
  itermax.pi = 1000, itermax.pocs = 1000, eps.pi = 1e-16,
  eps.pocs = 1e-16, init = "svd")

Arguments

X

A matrix;

R

the desired rank of the singular decomposition;

au

The radiuses? (>0) of the l1 balls for each left vector

av

The radiuses? (>0) of the l1 balls for each right vector

init

How to initialize the algorithm

itermax

The maximum number of iterations

eps

Precision

Value

Pseudo-singular vectors and values

Examples

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X <- matrix(rnorm(20), 5, 4)
csvd(X)

vguillemot/csvd documentation built on May 17, 2019, 8:16 p.m.